Semi-Supervised Risk Control via Prediction-Powered Inference.

Journal: IEEE transactions on pattern analysis and machine intelligence
Published Date:

Abstract

The risk-controlling prediction sets (RCPS) framework is a general tool for transforming the output of any machine learning model to design a predictive rule with rigorous error rate control. The key idea behind this framework is to use labeled hold-out calibration data to tune a hyper-parameter that affects the error rate of the resulting prediction rule. However, the limitation of such a calibration scheme is that with limited hold-out data, the tuned hyper-parameter becomes noisy and leads to a prediction rule with an error rate that is often unnecessarily conservative. To overcome this sample-size barrier, we introduce a semi-supervised calibration procedure that leverages unlabeled data to rigorously tune the hyper-parameter without compromising statistical validity. Our procedure builds upon the prediction-powered inference framework, carefully tailoring it to risk-controlling tasks. We demonstrate the benefits and validity of our proposal through two real-data experiments: few-shot image classification and early time series classification.

Authors

  • Bat-Sheva Einbinder
  • Liran Ringel
  • Yaniv Romano

Keywords

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