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PUNCC: a Python Library for Predictive Uncertainty Calibration and Conformalization
Proceedings of the Twelfth Symposium on Conformal
and Probabilistic Prediction with Applications, PMLR 204:582-601, 2023.
Abstract
Predictive UNcertainty Calibration and
Conformalization (PUNCC) is an open-source Python
library integrating a collection of state-of-the-art
Conformal Prediction (CP) algorithms and related
techniques for regression and classification
problems. This package aims to make conformal
procedures accessible to non-experts using a simple
and intuitive implementation. It is compatible with
scikit-learn, PyTorch and TensorFlow and easily
extensible to other prediction toolkits. PUNCC also
comes with a low-level API that provides a unfified
workfow in a pythonic environment to build, combine
and run inductive CP algorithms. It offers generic
structures and consistent interfaces to design
customized nonconformity scores, data partition
schemes, and methods for constructing prediction
sets. In this paper, we present the design of our
library and demonstrate its use with various CP
procedures, Machine Learning (ML) problems and
models from different ML libraries. Source code,
documentation and demos are available at
https://github.com/deel-ai/puncc.