arXiv:2501.09731stat.MLcs.LG2025-01被引 40

用AI预测替代昂贵实验结果,提升统计推断效率

Predictions as Surrogates: Revisiting Surrogate Outcomes in the Age of AI

  • 将预训练模型的预测作为成本更低的替代指标,用于统计推断
  • 新方法在三种应用中使有效样本量显著提升,且渐近方差最小
  • 适合需要高效利用数据、追求高精度推断的研究者

我们建立了生物统计学与经济学中长期使用的代理结局模型与新兴的预测驱动推断(PPI)之间的形式化联系。该联系将人工智能时代普遍存在的预训练模型预测视为昂贵真实结果的低成本替代品。基于代理结局文献,我们提出校准型预测驱动推断,相比现有方法更高效。该方法通过一个称为‘校准’的步骤,使用灵活的机器学习技术学习最优‘插补损失’。重要的是,即使插补损失估计不完美,该方法仍优于仅依赖真实结果数据的估计器;若估计一致,则达到所有PPI估计器中最小的渐近方差。当定义目标参数的损失函数为凸时,其优化目标始终是凸的。我们在多个机器学习预测系统性偏离真实结果的常见场景中,从理论和数值上分析了校准带来的收益。通过三个应用,验证了该方法相较于现有PPI方案在有效样本量上的显著提升。

原文摘要 · Abstract (English)

We establish a formal connection between the decades-old surrogate outcome model in biostatistics and economics and the emerging field of prediction-powered inference (PPI). The connection treats predictions from pre-trained models, prevalent in the age of AI, as cost-effective surrogates for expensive outcomes. Building on the surrogate outcomes literature, we develop recalibrated prediction-powered inference, a more efficient approach to statistical inference than existing PPI proposals. Our method departs from the existing proposals by using flexible machine learning techniques to learn the optimal ``imputed loss'' through a step we call recalibration. Importantly, the method always improves upon the estimator that relies solely on the data with available true outcomes, even when the optimal imputed loss is estimated imperfectly, and it achieves the smallest asymptotic variance among PPI estimators if the estimate is consistent. Computationally, our optimization objective is convex whenever the loss function that defines the target parameter is convex. We further analyze the benefits of recalibration, both theoretically and numerically, in several common scenarios where machine learning predictions systematically deviate from the outcome of interest. We demonstrate significant gains in effective sample size over existing PPI proposals via three applications leveraging state-of-the-art machine learning/AI models.

统计推断预测替代机器学习高效数据

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