Extrapolation validation (EV): a universal validation method for mitigating machine learning extrapolation risk

Machine learning (ML) can provide decision-making advice for major challenges in science and engineering, and its rapid development has led to advances in fields like chemistry & medicine, earth & life sciences, and communications & transportation. Grasping the trustworthiness of the decision-making advice given by ML models remains challenging, especially when applying them to samples outside the domain-of-application. Here, an untrustworthy application situation (i.e., complete extrapolation-failure) that would occur in models developed by ML methods involving tree algorithms is confirmed, and the root cause of its difficulty in discovering novel materials & chemicals is revealed. Furthermore, a universal extrapolation risk evaluation scheme, termed the extrapolation validation (EV) method, is proposed, which is not restricted to specific ML methods and model architecture in its applicability. The EV method quantitatively evaluates the extrapolation ability of 11 popularly applied ML methods and digitalizes the extrapolation risk arising from variations of the independent variables in each method. Meanwhile, the EV method provides insights and solutions for evaluating the reliability of out-of-distribution sample prediction and selecting trustworthy ML methods.