Knowledge graph embeddings (KGE) apply machine learning methods on knowledge graphs (KGs) to provide non-classical reasoning capabilities based on similarities and analogies. The learned KG embeddings are typically used to answer queries by ranking all potential answers, but rankings often lack a meaningful probabilistic interpretation - lower-ranked answers do not necessarily have a lower probability of being true. This limitation makes it difficult to quantify uncertainty of model’s predictions, posing challenges for the application of KGE methods in high-stakes domains like medicine. We address this issue by applying the theory of conformal prediction that allows generating answer sets, which contain the correct answer with probabilistic guarantees. We explain how conformal prediction can be used to generate such answer sets for link prediction tasks. Our empirical evaluation on four benchmark datasets using six representative KGE methods validates that the generated answer sets satisfy the probabilistic guarantees given by the theory of conformal prediction. We also demonstrate that the generated answer sets often have a sensible size and that the size adapts well with respect to the difficulty of the query.

Knowledge graph embedding (KGE) models are often used to predict missing links for knowledge graphs (KGs). However, multiple KG embeddings can perform almost equally well for link prediction yet give conflicting predictions for unseen queries. This phenomenon is termed predictive multiplicity in the literature. It poses substantial risks for KGE-based applications in high-stake domains but has been overlooked in KGE research. We define predictive multiplicity in link prediction, introduce evaluation metrics and measure predictive multiplicity for representative KGE methods on commonly used benchmark datasets. Our empirical study reveals significant predictive multiplicity in link prediction, with 8% to 39% testing queries exhibiting conflicting predictions. We address this issue by leveraging voting methods from social choice theory, significantly mitigating conflicts by 66% to 78% in our experiments.