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Title: Uncertainty Quantification over Graph with Conformalized Graph Neural Networks
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. 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.  more » « less
Award ID(s):
1918940 1835598
PAR ID:
10497857
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
Advances in neural information processing systems
Date Published:
Journal Name:
Advances in neural information processing systems
ISSN:
1049-5258
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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