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Conformal Decision Theory

This is the official repository of Conformal Decision Theory: Safe Autonomous Decisions from Imperfect Predictions by Jordan Lekeufack*, Anastasios N. Angelopoulos*, Andrea Bajcsy*, Michael I. Jordan*, Jitendra Malik*

It contains implementations of conformal controllers on three synthetic and real-data applications:

  • robot motion planning around humans
  • automated stock trading
  • robot manufacturing.

Technical background

Conformal Decision Theory(CDT) is a framework for producing safe autonomous decision despice imperfect machine learning predictions. Given a family of decision functions ${D^\lambda_t, \lambda \in \mathbb{R}}$. At each timestep $t$, the agent receive an input $x_t$, and must make a decision function $D_t^{\lambda_t}$ that will output an action $u_t:= D_\lambda(x_t)$, then incurs a loss $\mathcal{L}(u_t, y_t)$. CDT provides a way to select $\lambda_t$, such that the empirical risk is controlled: $$\frac{1}{T} \sum_{t=1}^T \mathcal{L}(D_t^{\lambda_t}(x_t), y_t) \leq \varepsilon + O(1/T)$$

Setup

With Anaconda, create a new environment and the packages in requirements.txt

    conda create -n conformaldt python=3.9
    pip install -r requirements.txt

Short Examples

run_factory_example.py runs the Factory example presented in the paper. run_trading_example runs the trading example.

Stanford Drone Example

To run the SDD example, You first need to download the dataset from the website and unzip it in your directory of choice.

    wget http://vatic2.stanford.edu/stanford_campus_dataset.zip
    unzip stanford_campus_dataset.zip

You also need to download ynet_additional_files.

Then you need to edit the default arguments to load_SDD to point to these filepaths.

You then need to create a cache for the predictions of the humans' next positions

    bash sdd/bash-cache-darts.py

Then you can create the trajectory for the robot and generate the video

    bash bash-traj.sh

The videos will be stored in sdd/videos and the results in sdd/metrics.

Citation

@article{lekeufack2024decision,
  author    = {Lekeufack, Jordan, and Angelopoulos, Anastasios N, and Bajcsy, Andrea, and Jordan, Michael I., and Malik, Jitendra},
  title     = {Conformal Decision Theory: Safe Autonomous Decisions Without Distributions},
  journal   = {arXiv},
  year      = {2024},
}

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Contributors

aangelopoulos avatar jordylek avatar

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