Uncertainty Quantification over Graph with Conformalized Graph Neural
Networks
- URL: http://arxiv.org/abs/2305.14535v2
- Date: Mon, 30 Oct 2023 18:10:30 GMT
- Title: Uncertainty Quantification over Graph with Conformalized Graph Neural
Networks
- Authors: Kexin Huang, Ying Jin, Emmanuel Cand\`es, Jure Leskovec
- Abstract summary: Graph Neural Networks (GNNs) are powerful machine learning prediction models on graph-structured data.
GNNs lack rigorous uncertainty estimates, limiting their reliable deployment in settings where the cost of errors is significant.
We propose conformalized GNN (CF-GNN), extending conformal prediction (CP) to graph-based models for guaranteed uncertainty estimates.
- Score: 52.20904874696597
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Graph Neural Networks (GNNs) are powerful machine learning prediction models
on graph-structured data. However, GNNs lack rigorous uncertainty estimates,
limiting their reliable deployment in settings where the cost of errors is
significant. We propose conformalized GNN (CF-GNN), extending conformal
prediction (CP) to graph-based models for guaranteed uncertainty estimates.
Given an entity in the graph, CF-GNN produces a prediction set/interval that
provably contains the true label with pre-defined coverage probability (e.g.
90%). We establish a permutation invariance condition that enables the validity
of CP on graph data and provide an exact characterization of the test-time
coverage. Moreover, besides valid coverage, it is crucial to reduce the
prediction set size/interval length for practical use. We observe a key
connection between non-conformity scores and network structures, which
motivates us to develop a topology-aware output correction model that learns to
update the prediction and produces more efficient prediction sets/intervals.
Extensive experiments show that CF-GNN achieves any pre-defined target marginal
coverage while significantly reducing the prediction set/interval size by up to
74% over the baselines. It also empirically achieves satisfactory conditional
coverage over various raw and network features.
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