TorchCP: A Python toolbox for Conformal Prediction in Deep Learning.
Technical Report · Documentation

TorchCP is a Python toolbox for conformal prediction research on deep learning models, built on the PyTorch Library with strong GPU acceleration. In the toolbox, we implement representative methods (including posthoc and training methods) for many tasks of conformal prediction, including: Classification, Regression, Graph Node Classification, and LLM. We build the basic framework of TorchCP based on AdverTorch. This codebase is still under construction and maintained by Hongxin Wei's research group at SUSTech. Comments, issues, contributions, and collaborations are all welcomed!

Updates of New Version (1.0.0)

• Added new score functions and training methods for classification, including KNN, TOPK, C-Adapter, and ConfTS.
• Introduced CP algorithms for graph node classification, such as DAPS, SNAPS, and NAPS.
• Added new conformal algorithms for regression, including CQRFM, CQRR, CQRM, and Ensemble CP.
• Introduced CP algorithms for LLMs.
• Added unit-test and examples.
• Optimized the form of prediction sets to improve the computational efficiency.
• Refactored the module design of Regression to improve the scalability.

Overview

TorchCP has implemented the following methods:

Classification

Year	Title	Venue	Code Link	Implementation
2024	C-Adapter: Adapting Deep Classifiers for Efficient Conformal Prediction Sets	Arxiv		classification.loss.cd_loss
2024	Delving into temperature scaling for adaptive conformal prediction	Arxiv		classification.loss.confts
2024	Conformal Prediction for Deep Classifier via Label Ranking	ICML'24	Link	classification.score.saps
2023	Class-Conditional Conformal Prediction with Many Classes	NeurIPS'23	Link	classification.predictor.cluster
2023	Conformal Prediction Sets for Ordinal Classification	NeurIPS'23		classification.trainer.ordinal
2022	Learning Optimal Conformal Classifiers	ICLR'22	Link	classification.loss.conftr
2021	Uncertainty Sets for Image Classifiers using Conformal Prediction	ICLR'21	Link	classification.score.raps classification.score.topk
2020	Classification with Valid and Adaptive Coverage	NeurIPS'20	Link	classification.score.aps
2019	Conformal Prediction Under Covariate Shift	NeurIPS'19	Link	classification.predictor.weight
2016	Least Ambiguous Set-Valued Classifiers with Bounded Error Levels	JASA		classification.score.thr
2016	Hedging Predictions in Machine Learning	The Computer Journal		classification.score.knn
2015	Bias reduction through conditional conformal prediction	Intell. Data Anal.		classification.score.margin
2012	Conditional Validity of Inductive Conformal Predictors	ACML'12		classification.predictor.classwise
2007	Hedging Predictions in Machine Learning	The Computer Journal		classification.score.knn

Regression

Year	Title	Venue	Code Link	Implementation	Remark
2023	Conformal Prediction via Regression-as-Classification	RegML @ NeurIPS 2023	link	regression.score.r2ccp
2021	Adaptive Conformal Inference Under Distribution Shift	NeurIPS'21	Link	regression.predictor.aci	support time series
2021	Adaptive Conformal Inference Under Distribution Shift	NeurIPS'21	Link	regression.predictor.aci	support time series
2020	A comparison of some conformal quantile regression methods	Stat	Link	regression.score.cqm regression.score.cqrr
2020	Conformal Prediction Interval for Dynamic Time-Series	ICML'21	Link	regression.predictor.ensemble	support time series
2019	Adaptive, Distribution-Free Prediction Intervals for Deep Networks	AISTATS'19	Link	regression.score.cqrfm
2019	Conformalized Quantile Regression	NeurIPS'19	Link	regression.score.cqr
2017	Distribution-Free Predictive Inference For Regression	JASA	Link	regression.predictor.split

Graph

Year	Title	Venue	Code Link	Implementation
2024	Similarity-Navigated Conformal Prediction for Graph Neural Networks	NeuIPS'24	Link	graph.score.snaps
2023	Distribution Free Prediction Sets for Node Classification	ICML'23	Link	graph.predictor.neighbors_weight
2023	Conformal Prediction Sets for Graph Neural Networks	ICML'23	Link	graph.score.daps
2023	Uncertainty Quantification over Graph with Conformalized Graph Neural Networks	NeurIPS'23	Link	graph.trainer.cfgnn

Language Models

Year	Title	Venue	Code Link	Implementation
2023	Conformal Language Modeling	ICLR'24	Link	llm.predictor.conformal_llm

TODO

TorchCP is still under active development. We will add the following features/items down the road:

Year	Title	Venue	Code
2022	Training Uncertainty-Aware Classifiers with Conformalized Deep Learning	NeurIPS'22	Link
2022	Adaptive Conformal Predictions for Time Series	ICML'22	Link
2022	Conformal Prediction Sets with Limited False Positives	ICML'22	Link
2021	Optimized conformal classification using gradient descent approximation	Arxiv

Installation

TorchCP is developed with Python 3.9 and PyTorch 2.0.1. To install TorchCP, simply run

pip install torchcp

To install from TestPyPI server, run

pip install --index-url https://test.pypi.org/simple/ --no-deps torchcp

Examples

Here, we provide a simple example for a classification task, with THR score and SplitPredictor.

from torchcp.classification.score import THR
from torchcp.classification.predictor import SplitPredictor

# Preparing a calibration data and a test data.
cal_dataloader = ...
test_dataloader = ...
# Preparing a pytorch model
model = ...

model.eval()

# Options of score function: THR, APS, SAPS, RAPS
# Define a conformal prediction algorithm. Optional: SplitPredictor, ClusteredPredictor, ClassWisePredictor
predictor = SplitPredictor(score_function=THR(), model=model)

# Calibrating the predictor with significance level as 0.1
predictor.calibrate(cal_dataloader, alpha=0.1)

#########################################
# Predicting for test instances
########################################
test_instances = ...
predict_sets = predictor.predict(test_instances)
print(predict_sets)

#########################################
# Evaluating the coverage rate and average set size on a given dataset.
########################################
result_dict = predictor.evaluate(test_dataloader)
print(result_dict["Coverage_rate"], result_dict["Average_size"])

You may find more tutorials in examples folder.

License

This project is licensed under the LGPL. The terms and conditions can be found in the LICENSE and LICENSE.GPL files.

Citation

If you find our repository useful for your research, please consider citing the following technical report:

@misc{wei2024torchcp,
      title={TorchCP: A Library for Conformal Prediction based on PyTorch}, 
      author={Hongxin Wei and Jianguo Huang},
      year={2024},
      eprint={2402.12683},
      archivePrefix={arXiv},
      primaryClass={cs.LG}
}

We welcome you to cite the following works:

@inproceedings{huangconformal,
  title={Conformal Prediction for Deep Classifier via Label Ranking},
  author={Huang, Jianguo and Xi, HuaJun and Zhang, Linjun and Yao, Huaxiu and Qiu, Yue and Wei, Hongxin},
  booktitle={Forty-first International Conference on Machine Learning}
}

@article{xi2024does,
  title={Does Confidence Calibration Help Conformal Prediction?},
  author={Xi, Huajun and Huang, Jianguo and Feng, Lei and Wei, Hongxin},
  journal={arXiv preprint arXiv:2402.04344},
  year={2024}
}

@article{liu2024c,
  title={C-Adapter: Adapting Deep Classifiers for Efficient Conformal Prediction Sets},
  author={Liu, Kangdao and Zeng, Hao and Huang, Jianguo and Zhuang, Huiping and Vong, Chi-Man and Wei, Hongxin},
  journal={arXiv preprint arXiv:2410.09408},
  year={2024}
}

Contributors

• Hongxin Wei
• Jianguo Huang
• Xuanning Zhou
• Jianqing Song