Conditional Shift-Robust Conformal Prediction for Graph Neural Network

TL;DR

This paper introduces CondSR, a conformal prediction method for GNNs that provides reliable uncertainty estimates under conditional shift, improving accuracy and reducing prediction set size in graph classification tasks.

Contribution

It proposes a novel model-agnostic conformal prediction framework with a new loss function to address conditional shift in GNNs, enhancing uncertainty quantification and model robustness.

Findings

Achieves target marginal coverage consistently.

Improves GNN accuracy by up to 12% under shift.

Reduces prediction set size by up to 48%.

Abstract

Graph Neural Networks (GNNs) have emerged as potent tools for predicting outcomes in graph-structured data. Despite their efficacy, a significant drawback of GNNs lies in their limited ability to provide robust uncertainty estimates, posing challenges to their reliability in contexts where errors carry significant consequences. Moreover, GNNs typically excel in in-distribution settings, assuming that training and test data follow identical distributions a condition often unmet in real world graph data scenarios. In this article, we leverage conformal prediction, a widely recognized statistical technique for quantifying uncertainty by transforming predictive model outputs into prediction sets, to address uncertainty quantification in GNN predictions amidst conditional shift\footnote{Representing the change in conditional probability distribution \(P(label|input)\) from source domain to target domain.} in graph-based semi-supervised learning (SSL). Additionally, we propose a novel loss function aimed at refining model predictions by minimizing conditional shift in latent stages. Termed Conditional Shift Robust (CondSR) conformal prediction for GNNs, our approach CondSR is model-agnostic and adaptable to various classification models. We validate the effectiveness of our method on standard graph benchmark datasets, integrating it with state-of-the-art GNNs in node classification tasks. Comprehensive evaluations demonstrate that our approach consistently achieves any predefined target marginal coverage, enhances the accuracy of state of the art GNN models by up to 12\% under conditional shift, and reduces the prediction set size by up to 48\%. The code implementation is publicly available for further exploration and experimentation.