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Accurate and Scalable Estimation of Epistemic Uncertainty for Graph Neural Networks

ICLR 2024 · Graph learning › GNN architectures · approach: Robustness, privacy, and fairness of GNNs · 0 citations (OpenAlex)

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Studies GNN confidence-indicator calibration under graph distribution shifts and proposes G-ΔUQ, a single-model uncertainty method extending stochastic anchoring (Δ-UQ) to graphs with input, hidden-layer, and pretrained-readout variants.

Problem

GNN confidence indicators become poorly calibrated under structural, covariate, concept, and graph-size distribution shifts, and architectural expressivity does not fix this; existing ensembles are costly and single-model UQ methods underperform.

Approach

Extends stochastic centering (Δ-UQ anchoring) to graph data by sampling Gaussian-fitted node-feature anchors (input layer), shuffled node-representation anchors at intermediate MPNN layers, or graph-level anchors at readout, enabling partially stochastic and pretrained single-model variants whose epistemic variance modulates predictions.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
apply G-$\Delta$UQ to GatedGCNGatedGCN · RotMNIST rotatedECE: 0.03778 \pm 0.0015 -> 0.0181 \pm 0.00847Helped
apply G-$\Delta$UQ to GatedGCNGatedGCN · RotMNIST rotatedaccuracy: 0.94716 \pm 0.0022 -> 0.93346 \pm 0.0148Hurt
use GPS instead of vanilla message-passing GNNGatedGCN on rotated Superpixel-MNIST · RotMNIST structural distortion shiftsECEHurt
add positional encodings (ablation)GatedGCN on rotated Superpixel-MNIST · RotMNIST structural distortion shiftsECENo clear effect
increase message-passing depth from 3 to 5 layers (ablation)GNN on rotated Superpixel-MNIST · RotMNIST structural distortion shiftsECEMixed
increase model width (ablation)GNN on rotated Superpixel-MNIST · 90° and 180° shiftsECEHurt
anchor after READOUT rather than at earlier layers (ablation)G-$\Delta$UQ on DD · DD largest 10% graphsECE: 0.5949 \pm 0.018 -> 0.0951 \pm 0.102Helped
apply G-$\Delta$UQGNN on DD, largest 10% graphs · DD largest 10% graphsECE: 0.20925 \pm 0.081 -> 0.0951 \pm 0.102Helped
use G-$\Delta$UQ instead of Deep EnsemblesGIN · GOODCMNIST-color covariate, OODcalibration error: 0.4954 \pm 0.1773 -> 0.4233 \pm 0.1723Helped
use G-$\Delta$UQ instead of Deep EnsemblesGIN · GOODMotifLPE-basis covariate, OODcalibration error: 0.2980 \pm 0.3831 -> 0.3417 \pm 0.2661Hurt
use pretrained G-$\Delta$UQ instead of end-to-end G-$\Delta$UQ (ablation)G-$\Delta$UQ · generalization gap prediction on GOOD benchmarksMAEHelped

Surprising findings

Limitations

Experimental setup

Datasets: Superpixel-MNIST rotated MNIST superpixel graphs TUDataset D&D NCI1 NCI109 PROTEINS GOOD benchmark (GOODCMNIST, GOODMotif, GOODSST2)

Benchmarks: Superpixel-MNIST rotated shifts TUDataset size generalization GOOD benchmark

Metrics: accuracy expected calibration error AUROC generalization error prediction MAE

Baselines: Deep Ensembles Monte Carlo dropout temperature scaling SVI vanilla GNN

Builds on: Δ-UQ deep ensembles Monte Carlo dropout GPS graph transformer

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