PPI++: Efficient Prediction-Powered Inference

Fuente: arXiv
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Autori principali: Angelopoulos, Anastasios N., Duchi, John C., Zrnic, Tijana
Natura: Preprint
Pubblicazione: 2023
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author Angelopoulos, Anastasios N.
Duchi, John C.
Zrnic, Tijana
author_facet Angelopoulos, Anastasios N.
Duchi, John C.
Zrnic, Tijana
contents We present PPI++: a computationally lightweight methodology for estimation and inference based on a small labeled dataset and a typically much larger dataset of machine-learning predictions. The methods automatically adapt to the quality of available predictions, yielding easy-to-compute confidence sets -- for parameters of any dimensionality -- that always improve on classical intervals using only the labeled data. PPI++ builds on prediction-powered inference (PPI), which targets the same problem setting, improving its computational and statistical efficiency. Real and synthetic experiments demonstrate the benefits of the proposed adaptations.
format Preprint
id arxiv_https___arxiv_org_abs_2311_01453
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle PPI++: Efficient Prediction-Powered Inference
Angelopoulos, Anastasios N.
Duchi, John C.
Zrnic, Tijana
Machine Learning
Methodology
We present PPI++: a computationally lightweight methodology for estimation and inference based on a small labeled dataset and a typically much larger dataset of machine-learning predictions. The methods automatically adapt to the quality of available predictions, yielding easy-to-compute confidence sets -- for parameters of any dimensionality -- that always improve on classical intervals using only the labeled data. PPI++ builds on prediction-powered inference (PPI), which targets the same problem setting, improving its computational and statistical efficiency. Real and synthetic experiments demonstrate the benefits of the proposed adaptations.
title PPI++: Efficient Prediction-Powered Inference
topic Machine Learning
Methodology
url https://arxiv.org/abs/2311.01453