arXiv:2510.16937stat.MLcs.LG2025-10

用机器学习预测增强统计推断,提升科学发现的可靠性。

Prediction-Augmented Trees for Reliable Statistical Inference

  • 基于决策树构建预测增强型估计器,融合真实标签与模型预测。
  • 在生态、天文学等真实数据上表现更优,置信区间更可靠。
  • 理论证明其方差收敛速度更快,适合需要高精度推断的研究者。

机器学习在预测任务中的成功推动其成为科学发现流程的核心组件,如AlphaFold的突破所示。本文研究如何安全地将机器学习预测用于数据的统计分析。基于Angelopoulos等人(2023)框架,假设拥有少量黄金标准标签样本(n个)、大量无标签样本(N个)及一个可预测标签的模型。提出两种新估计器:预测增强残差树(PART)和预测增强积分法(PAQ)。PART采用贪心准则构建决策树,刻画其渐近分布并构造有效置信区间。实验证明其在生态学、天文学、人口普查等数据集上优于现有方法(如PPI、PPI++)。进一步通过分析PART在树深度趋于无穷时的极限得到PAQ,证明其方差以O(N⁻¹ + n⁻⁴)速率收敛,显著优于现有方法的O(N⁻¹ + n⁻¹),实现更高置信度推断。

原文摘要 · Abstract (English)

The remarkable success of machine learning (ML) in predictive tasks has led scientists to incorporate ML predictions as a core component of the scientific discovery pipeline. This was exemplified by the landmark achievement of AlphaFold (Jumper et al. (2021)). In this paper, we study how ML predictions can be safely used in statistical analysis of data towards scientific discovery. In particular, we follow the framework introduced by Angelopoulos et al. (2023). In this framework, we assume access to a small set of $n$ gold-standard labeled samples, a much larger set of $N$ unlabeled samples, and a ML model that can be used to impute the labels of the unlabeled data points. We introduce two new learning-augmented estimators: (1) Prediction-Augmented Residual Tree (PART), and (2) Prediction-Augmented Quadrature (PAQ). Both estimators have significant advantages over existing estimators like PPI and PPI++ introduced by Angelopoulos et al. (2023) and Angelopoulos et al. (2024), respectively. PART is a decision-tree based estimator built using a greedy criterion. We first characterize PART's asymptotic distribution and demonstrate how to construct valid confidence intervals. Then we show that PART outperforms existing methods in real-world datasets from ecology, astronomy, and census reports, among other domains. This leads to estimators with higher confidence, which is the result of using both the gold-standard samples and the machine learning predictions. Finally, we provide a formal proof of the advantage of PART by exploring PAQ, an estimation that arises when considering the limit of PART when the depth its tree grows to infinity. Under appropriate assumptions in the input data we show that the variance of PAQ shrinks at rate of $O(N^{-1} + n^{-4})$, improving significantly on the $O(N^{-1}+n^{-1})$ rate of existing methods.

统计推断机器学习预测增强置信区间

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