LGCVSTFeb 20, 2024

TorchCP: A Python Library for Conformal Prediction

arXiv:2402.12683v47 citationsh-index: 4
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This provides a practical tool for researchers and practitioners to enhance uncertainty quantification in deep learning applications, though it is incremental as it builds on existing CP frameworks.

The paper tackles the lack of scalable and model-supportive libraries for conformal prediction in deep learning by introducing TorchCP, a PyTorch-native library that integrates state-of-the-art CP algorithms, achieving up to 90% reduction in inference time on large datasets.

Conformal prediction (CP) is a powerful statistical framework that generates prediction intervals or sets with guaranteed coverage probability. While CP algorithms have evolved beyond traditional classifiers and regressors to sophisticated deep learning models like deep neural networks (DNNs), graph neural networks (GNNs), and large language models (LLMs), existing CP libraries often lack the model support and scalability for large-scale DL scenarios. This paper introduces TorchCP, a PyTorch-native library designed to integrate state-of-the-art CP algorithms into deep learning techniques, including DNN-based classifier/regressor, GNN, and LLM. Released under the LGPL-3.0 license, TorchCP comprises about 16k lines of code, validated with 100% unit test coverage and detailed documentation. Notably, TorchCP enables CP-specific training algorithms, online prediction, and GPU-accelerated batch processing, achieving up to 90% reduction in inference time on large datasets. With its low-coupling design, comprehensive suite of advanced methods, and full GPU scalability, TorchCP empowers researchers and practitioners to enhance uncertainty quantification across cutting-edge applications.

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