PPI++: Efficient Prediction-Powered Inference
- URL: http://arxiv.org/abs/2311.01453v2
- Date: Tue, 26 Mar 2024 01:44:52 GMT
- Title: PPI++: Efficient Prediction-Powered Inference
- Authors: Anastasios N. Angelopoulos, John C. Duchi, Tijana Zrnic,
- Abstract summary: We present PPI++: a 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.
PPI++ builds on prediction-powered inference (PPI), which targets the same problem setting, improving its computational and statistical efficiency.
- Score: 31.403415618169433
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: 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.
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