Generalized Prediction-Powered Inference, with Application to Binary Classifier Evaluation
- URL: http://arxiv.org/abs/2602.10332v1
- Date: Tue, 10 Feb 2026 22:11:26 GMT
- Title: Generalized Prediction-Powered Inference, with Application to Binary Classifier Evaluation
- Authors: Runjia Zou, Daniela Witten, Brian Williamson,
- Abstract summary: We generalize PPI to any regularally linear estimator.<n>We show that PPI does not achieve the semi-parametric efficiency lower bound outside of very restrictive and unrealistic scenarios.<n>We exploit connections to that literature to propose modified PPI estimators.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In the partially-observed outcome setting, a recent set of proposals known as "prediction-powered inference" (PPI) involve (i) applying a pre-trained machine learning model to predict the response, and then (ii) using these predictions to obtain an estimator of the parameter of interest with asymptotic variance no greater than that which would be obtained using only the labeled observations. While existing PPI proposals consider estimators arising from M-estimation, in this paper we generalize PPI to any regular asymptotically linear estimator. Furthermore, by situating PPI within the context of an existing rich literature on missing data and semi-parametric efficiency theory, we show that while PPI does not achieve the semi-parametric efficiency lower bound outside of very restrictive and unrealistic scenarios, it can be viewed as a computationally-simple alternative to proposals in that literature. We exploit connections to that literature to propose modified PPI estimators that can handle three distinct forms of covariate distribution shift. Finally, we illustrate these developments by constructing PPI estimators of true positive rate, false positive rate, and area under the curve via numerical studies.
Related papers
- Demystifying Prediction Powered Inference [4.962232906170314]
Prediction-Powered Inference (PPI) offers a principled framework that leverages predictions from large unlabeled datasets to improve statistical efficiency.<n>Despite its potential, the growing PPI variants and the subtle distinctions between them have made it challenging for practitioners to determine when and how to apply these methods responsibly.<n>This paper demystifies PPI by synthesizing its theoretical foundations, methodological extensions, connections to existing statistics literature, and diagnostic tools into a unified practical workflow.
arXiv Detail & Related papers (2026-01-28T18:16:02Z) - Prediction-Powered Inference with Inverse Probability Weighting [0.4987670632802289]
Prediction-powered inference (PPI) is a recent framework for valid statistical inference with partially labeled data.<n>We show that PPI can be extended to handle informative labeling by replacing its unweighted bias-correction term with an inverse probability weighted (IPW) version.
arXiv Detail & Related papers (2025-08-13T19:25:38Z) - Prediction-Powered Adaptive Shrinkage Estimation [0.22917707112773592]
Prediction-Powered Adaptive Shrinkage (PAS) is a method that bridges PPI with empirical Bayes shrinkage to improve the estimation of multiple means.<n>PAS adapts to the reliability of the ML predictions and outperforms traditional and modern baselines in large-scale applications.
arXiv Detail & Related papers (2025-02-20T00:24:05Z) - Predictions as Surrogates: Revisiting Surrogate Outcomes in the Age of AI [12.569286058146343]
We establish a formal connection between the decades-old surrogate outcome model in biostatistics and the emerging field of prediction-powered inference (PPI)<n>We develop recalibrated prediction-powered inference, a more efficient approach to statistical inference than existing PPI proposals.<n>We demonstrate significant gains in effective sample size over existing PPI proposals via three applications leveraging state-of-the-art machine learning/AI models.
arXiv Detail & Related papers (2025-01-16T18:30:33Z) - Off-policy estimation with adaptively collected data: the power of online learning [20.023469636707635]
We consider estimation of a linear functional of the treatment effect using adaptively collected data.
We propose a general reduction scheme that allows one to produce a sequence of estimates for the treatment effect via online learning.
arXiv Detail & Related papers (2024-11-19T10:18:27Z) - Stratified Prediction-Powered Inference for Hybrid Language Model Evaluation [62.2436697657307]
Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data.<n>We propose a method called Stratified Prediction-Powered Inference (StratPPI)<n>We show that the basic PPI estimates can be considerably improved by employing simple data stratification strategies.
arXiv Detail & Related papers (2024-06-06T17:37:39Z) - A Tale of Sampling and Estimation in Discounted Reinforcement Learning [50.43256303670011]
We present a minimax lower bound on the discounted mean estimation problem.
We show that estimating the mean by directly sampling from the discounted kernel of the Markov process brings compelling statistical properties.
arXiv Detail & Related papers (2023-04-11T09:13:17Z) - Uncertainty-Aware Instance Reweighting for Off-Policy Learning [63.31923483172859]
We propose a Uncertainty-aware Inverse Propensity Score estimator (UIPS) for improved off-policy learning.
Experiment results on synthetic and three real-world recommendation datasets demonstrate the advantageous sample efficiency of the proposed UIPS estimator.
arXiv Detail & Related papers (2023-03-11T11:42:26Z) - Learning to Estimate Without Bias [57.82628598276623]
Gauss theorem states that the weighted least squares estimator is a linear minimum variance unbiased estimation (MVUE) in linear models.
In this paper, we take a first step towards extending this result to non linear settings via deep learning with bias constraints.
A second motivation to BCE is in applications where multiple estimates of the same unknown are averaged for improved performance.
arXiv Detail & Related papers (2021-10-24T10:23:51Z) - Off-Policy Evaluation via the Regularized Lagrangian [110.28927184857478]
Recently proposed distribution correction estimation (DICE) family of estimators has advanced the state of the art in off-policy evaluation from behavior-agnostic data.
In this paper, we unify these estimators as regularized Lagrangians of the same linear program.
We find that dual solutions offer greater flexibility in navigating the tradeoff between stability and estimation bias, and generally provide superior estimates in practice.
arXiv Detail & Related papers (2020-07-07T13:45:56Z) - A maximum-entropy approach to off-policy evaluation in average-reward
MDPs [54.967872716145656]
This work focuses on off-policy evaluation (OPE) with function approximation in infinite-horizon undiscounted Markov decision processes (MDPs)
We provide the first finite-sample OPE error bound, extending existing results beyond the episodic and discounted cases.
We show that this results in an exponential-family distribution whose sufficient statistics are the features, paralleling maximum-entropy approaches in supervised learning.
arXiv Detail & Related papers (2020-06-17T18:13:37Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.