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Active Statistical Inference

ICML 2024 · Probabilistic and scientific modeling › Molecules and proteins · approach: Prediction-powered and conformal inference · 1 citations (OpenAlex)

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Problem

Statistical inference (confidence intervals and hypothesis tests) about label-dependent parameters when labels are costly and only a labeling budget is available; uniform labeling wastes budget.

Approach

Sample labels with probability proportional to a model-derived uncertainty estimate (predicted |f(X)-Y|), and form an AIPW-style debiased M-estimator with inverse-propensity weights, which stays valid for any black-box model while shrinking variance; extended to sequential settings with martingale CLTs and online fine-tuning.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use model-uncertainty-guided label collection instead of uniform random samplingBatch active inference · Pew 2020 election survey — Biden and Trump approvalconfidence interval width: at least $\sim 10\%$Helped
Use model-uncertainty-guided label collection instead of uniform random samplingBatch active inference · California ACS PUMS — age coefficient for incomeconfidence interval widthHelped
Use model-uncertainty-guided label collection instead of uniform random samplingBatch active inference · Proteomics — phosphorylation and IDR odds ratioconfidence interval widthHelped
Fine-tune the predictive model during label collection (ablation)Sequential active inference · Pew 2020 election survey — Biden and Trump approvalbudget required for matched confidence interval width: Biden: around $40\%$ vs. no fine-tuning and $30\%$ vs. PPI; Trump: around $45\%$ and $35\%Helped
Fine-tune the prediction and error models during label collection (ablation)Sequential active inference · California ACS PUMS — age coefficient for incomebudget required for matched confidence interval width: around $32-40\%$ vs. no fine-tuning and around $20-30\%$ vs. the uniform baselineHelped
Use active sampling with a poorly trained model instead of uniform sampling (ablation)Sequential active inference without fine-tuning · Pew 2020 election survey — approvalinferential powerHurt
Use non-asymptotic confidence intervals instead of asymptotic intervals (ablation)Batch active inference · Pew 2020 election survey — approvalconfidence interval widthMixed

Surprising findings

Limitations

Experimental setup

Datasets: Pew Research Center post-2020 election survey ACS PUMS California 2019 (via Folktables) AlphaFold post-processed IDR predictions for proteomics

Benchmarks: Pew 2020 election approval survey ACS PUMS census income regression AlphaFold phosphorylation-IDR odds ratio

Metrics: confidence interval width empirical coverage percentage of sample budget saved

Baselines: prediction-powered inference (uniform sampling) classical inference (no ML)

Builds on: prediction-powered inference augmented inverse propensity weighting M-estimation asymptotic normality martingale central limit theorem

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