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UQTestFuns: A Python3 library of uncertainty quantification (UQ) test functions

Wicaksono, D. C.; Hecht, M.


Researchers are continuously developing novel methods and algorithms in the field of applied uncertainty quantification (UQ).
During the development phase of a novel method or algorithm, researchers and developers often rely on test functions taken from the literature for validation purposes.
Afterward, they employ these test functions as a fair means to compare the performance of the novel method against that of the state-of-the-art methods in terms of accuracy and efficiency measures.

UQTestFuns is an open-source Python3 library of test functions commonly used within the applied UQ community.
Specifically, the package provides:

  • an implementation with minimal dependencies (i.e., NumPy and SciPy) and a common interface of many test functions available in the UQ literature
  • a single entry point collecting test functions and their probabilistic input specifications in a single Python package
  • an opportunity for an open-source contribution, supporting the implementation of new test functions and posting reference results.

UQTestFuns aims to save the researchers' and developers' time from having to reimplement many of the commonly used test functions themselves.

Keywords: test functions; benchmark; uncertainty quantification; metamodeling; surrogate modeling; sensitivity analysis; reliability analysis; rare event estimation

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