PPI++: Efficient Prediction-Powered Inference

Anastasios N. Angelopoulos; John C. Duchi; Tijana Zrnic

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arXiv · 2311.01453

PPI++: Efficient Prediction-Powered Inference

Anastasios N. Angelopoulos·John C. Duchi·Tijana Zrnic

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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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Anastasios N. Angelopoulos, John C. Duchi, Tijana Zrnic. 2023-11-02. PPI++: Efficient Prediction-Powered Inference. https://arxiv.org/abs/2311.01453

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