Pith. sign in

REVIEW 1 cited by

Regression for the Mean: Auto-Evaluation and Inference with Few Labels through Post-hoc Regression

Not yet reviewed by Pith; the record is open.

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2411.12665 v2 pith:ALZCLKFP submitted 2024-11-19 cs.LG stat.ML

classification cs.LGstat.ML
keywords inferenceregressiondatalabelsevenframeworklabelledperform
verification ladder T0 review T1 audit T2 compute T3 formal
0 comments
read the original abstract

The availability of machine learning systems that can effectively perform arbitrary tasks has led to synthetic labels from these systems being used in applications of statistical inference, such as data analysis or model evaluation. The Prediction Powered Inference (PPI) framework provides a way of leveraging both a large pool of pseudo-labelled data and a small sample with real, high-quality labels to produce a low-variance, unbiased estimate of the quantity being evaluated for. Most work on PPI considers a relatively sizable set of labelled samples, which can be resource intensive to obtain. However, we find that when labelled data is scarce, the PPI++ method can perform even worse than classical inference. We analyze this phenomenon by relating PPI++ to ordinary least squares regression, which also experiences high variance with small sample sizes, and use this regression framework to better understand the efficacy of PPI. Motivated by this, we present two new PPI-based techniques that leverage robust regressors to produce even lower variance estimators in the few-label regime.

Discussion (0). Continue with ORCID to comment.

Forward citations

Cited by 1 Pith paper

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. QuEst: Enhancing Estimates of Quantile-Based Distributional Measures Using Model Predictions

    cs.LG 2025-07 conditional novelty 6.0 of 10

    QuEst gives point estimates and asymptotic confidence intervals for quantile-based distributional measures by optimally combining scarce observed data with abundant model-imputed data.

Pith tools