PPI++: Efficient Prediction-Powered Inference

arXiv:2311.01453v2 Announce Type: replace-cross
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 …

abstract adapt arxiv compute confidence cs.lg dataset dimensionality easy inference machine methodology parameters prediction predictions quality small stat.me stat.ml type