Conformist

Conformist v1.1.1 is an implementation of conformal prediction, specifically conformal risk control. It was written using Python 3.8.

BaseCoP contains utility functions common to all conformal predictors, such as splitting data into calibration and validation sets, and setting up runs. It is extended by FNRCoP that implements conformal risk control.

The ValidationRun class contains the data from a single run, which entails shuffling the data randomly, splitting it into calibration and validation datasets, calibrating the conformal predictor on the calibration data and creating prediction sets for the validation data.

The ValidationTrial class contains a list of runs and calculates statistics across these runs.

Installation

pip install conformist

Input file format

The input to Conformist is a CSV file with the following columns: id, known_class, predicted_class, [proba_columns]

The proba_columns should contain class-specific probability scores and correspond to the names used in the known_class and predicted_class columns.

Example:

id	known_class	predicted_class	ClassA	ClassB	ClassC
Sample1	ClassB	ClassA	0.70	0.25	0.05
Sample2	ClassA	ClassA	0.98	0.02	0.0
Sample3	ClassC	ClassC	0.01	0.01	0.98

Example implementation

from conformist import FNRCoP, PredictionDataset, ValidationTrial

CALIB_DATA_CSV = 'path/to/calib.csv'
TEST_DATA_CSV = 'path/to/test.csv'
OUTPUT_DIR = 'path/to/output'
ALPHA = 0.05 # Select a reasonable False Negative Rate

# Read in formatted predictions
calpd = PredictionDataset(predictions_csv=CALIB_DATA_CSV,
                          dataset_name='my_cal_data')
testpd = PredictionDataset(predictions_csv=TEST_DATA_CSV,
                           dataset_name='my_test_data')

# Get class counts and prediction heatmap
calpd.run_reports(OUTPUT_DIR)

# Validation trial and reports
mcp = FNRCoP(calpd, alpha=ALPHA)
trial = mcp.do_validation_trial(n_runs=10000)
trial.run_reports(OUTPUT_DIR)

# Recalibrate conformal predictor
mcp = FNRCoP(calpd, alpha=ALPHA)
mcp.calibrate()

# Predict
formatted_predictions = mcp.predict(testpd,
                                    OUTPUT_DIR)