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TorchCP: A Python Library for Conformal Prediction
Jianguo Huang, Jianqing Song, Xuanning Zhou, Bingyi Jing, Hongxi · 2024-02-20 · via math.ST updates on arXiv.org

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 deep learning (DL) scenarios. This paper introduces TorchCP, a PyTorch-native library designed to integrate state-of-the-art CP algorithms into DL techniques, including DNN-based classifiers/regressors, GNNs, and LLMs. 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.