Anhthy Ngo

2papers

2 Papers

95.5MLMay 8
Active Multiple-Prediction-Powered Inference

Nicholas Brawand, Nima Leclerc, Anhthy Ngo et al.

Post-deployment monitoring of healthcare AI requires statistically valid, label-efficient methods, but gold-standard labels from clinician chart review are expensive. Prediction-powered inference (PPI) and active statistical inference (ASI) reduce label cost by combining a small labeled sample with abundant model predictions, but both are restricted to a single predictor, a poor fit for modern clinical pipelines that have multiple predictors of differing cost and accuracy available at inference time. We propose Active Multiple-Prediction-Powered Inference (AM-PPI), which routes each instance to a cost-appropriate predictor subset, samples gold-standard labels in proportion to the chosen subset's residual uncertainty, and reweights predictions to minimize estimator variance, all under a single deployment-time budget. AM-PPI generalizes ASI to leverage multiple predictors and extends Multiple-PPI from global per-predictor allocation to per-instance adaptive routing. We derive closed-form Karush-Kuhn-Tucker (KKT) conditions for all three decisions and prove, via biconvexity and strong duality, that the resulting fixed point is a global optimum despite the joint problem being non-jointly-convex. We establish asymptotic normality with valid coverage, minimum-variance unbiasedness within the linear-prediction augmented inverse propensity weighted (AIPW) class, and a closed-form criterion identifying when multiple predictors help. On synthetic data and three healthcare monitoring tasks, AM-PPI produces 10 to 40 percent narrower confidence intervals (CIs) than single-predictor ASI in the budget regime where routing matters, and matches the better baseline elsewhere.

LGSep 6, 2021
Bringing a Ruler Into the Black Box: Uncovering Feature Impact from Individual Conditional Expectation Plots

Andrew Yeh, Anhthy Ngo

As machine learning systems become more ubiquitous, methods for understanding and interpreting these models become increasingly important. In particular, practitioners are often interested both in what features the model relies on and how the model relies on them--the feature's impact on model predictions. Prior work on feature impact including partial dependence plots (PDPs) and Individual Conditional Expectation (ICE) plots has focused on a visual interpretation of feature impact. We propose a natural extension to ICE plots with ICE feature impact, a model-agnostic, performance-agnostic feature impact metric drawn out from ICE plots that can be interpreted as a close analogy to linear regression coefficients. Additionally, we introduce an in-distribution variant of ICE feature impact to vary the influence of out-of-distribution points as well as heterogeneity and non-linearity measures to characterize feature impact. Lastly, we demonstrate ICE feature impact's utility in several tasks using real-world data.