Leveraging Machine Learning for Official Statistics: A Statistical Manifesto

Fuente: arXiv
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Autores principales: Puts, Marco, Salgado, David, Daas, Piet
Formato: Preprint
Publicado: 2024
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author Puts, Marco
Salgado, David
Daas, Piet
author_facet Puts, Marco
Salgado, David
Daas, Piet
contents It is important for official statistics production to apply ML with statistical rigor, as it presents both opportunities and challenges. Although machine learning has enjoyed rapid technological advances in recent years, its application does not possess the methodological robustness necessary to produce high quality statistical results. In order to account for all sources of error in machine learning models, the Total Machine Learning Error (TMLE) is presented as a framework analogous to the Total Survey Error Model used in survey methodology. As a means of ensuring that ML models are both internally valid as well as externally valid, the TMLE model addresses issues such as representativeness and measurement errors. There are several case studies presented, illustrating the importance of applying more rigor to the application of machine learning in official statistics.
format Preprint
id arxiv_https___arxiv_org_abs_2409_04365
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Leveraging Machine Learning for Official Statistics: A Statistical Manifesto
Puts, Marco
Salgado, David
Daas, Piet
Machine Learning
Methodology
62D05, 68T05
I.2.6; G.3
It is important for official statistics production to apply ML with statistical rigor, as it presents both opportunities and challenges. Although machine learning has enjoyed rapid technological advances in recent years, its application does not possess the methodological robustness necessary to produce high quality statistical results. In order to account for all sources of error in machine learning models, the Total Machine Learning Error (TMLE) is presented as a framework analogous to the Total Survey Error Model used in survey methodology. As a means of ensuring that ML models are both internally valid as well as externally valid, the TMLE model addresses issues such as representativeness and measurement errors. There are several case studies presented, illustrating the importance of applying more rigor to the application of machine learning in official statistics.
title Leveraging Machine Learning for Official Statistics: A Statistical Manifesto
topic Machine Learning
Methodology
62D05, 68T05
I.2.6; G.3
url https://arxiv.org/abs/2409.04365