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How to Trust Your Diffusion Model:<br /> A Convex Optimization Approach to Conformal Risk Control

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This is the official implementation of the paper How To Trust Your Diffusion Model: A Convex Optimization Approach to Conformal Risk Control @ ICML 2023

by Jacopo Teneggi, Matt Tivnan, J Webster Stayman, and Jeremias Sulam.


$K$-RCPS is a high-dimensional extension of the Risk Controlling Prediction Sets (RCPS) procedure that provably minimizes the mean interval length by means of a convex relaxation.

It is based on $\ell^{\gamma}$: a convex upper-bound to the $01$ loss $\ell^{01}$

<p align="center"> <img width="460" src="assets/loss.jpg"> </p>

Demo

The demo is included in the demo.ipynb notebook. It showcases how to use the $K$-RCPS calibration procedure on dummy data.

<p align="center"> <img src="assets/results.gif"> </p>

which reduces the mean interval length compared to RCPS on the same data by $\approx 9$%.

Usage

Let cal_x, cal_y be the calibration set containing $n$ i.i.d. samples. To run $K$-RCPS, first construct the family of nested set predictors, and then conformalize.

from krcps.utils import get_uq, get_calibration

# Compute the entrywise calibrated intervals of `cal_y` with miscoverage level `alpha = 0.10`.
alpha = 0.10
calibrated_quantile_fn = get_uq("calibrated_quantile", alpha=alpha, dim=1)
cal_I = calibrated_quantile_fn(m_cal_y)

# Conformalize the family of nested set predictors `cal_I` with number of dimensions `k = 2`
krcps_fn = get_calibration("k_rcps")
_lambda_k = krcps_fn(
  cal_x, cal_I, 
  "hoeffding_bentkus", 
  epsilon=0.10, 
  delta=0.10, 
  lambda_max=0.5, 
  stepsize=2e-03, 
  k=2, 
  "01_loss_otsu", 
  n_opt=128, 
  prob_size=50
)

How to Extend the Current Implementation

$K$-RCPS can be easily extended with new bounds, notions of uncertainty, and membership functions via krcps/bounds.py, krcps/uq.py, and krcps/membership.py respectively.

Reproducibility

All model checkpoints are available on Zenodo alongside the perturbed images used in the paper. checkpoints.zip and denoising.zip should both be unzipped in the experiments folder.

References

@article{teneggi2023trust,
  title={How to Trust Your Diffusion Model: A Convex Optimization Approach to Conformal Risk Control},
  author={Teneggi, Jacopo and Tivnan, Matt and Stayman, J Webster and Sulam, Jeremias},
  journal={arXiv preprint arXiv:2302.03791},
  year={2023}
}