Amogh Inamdar

Zhenwei Tang, Amogh Inamdar, Ashton Anderson et al.

Curriculum learning--ordering training examples in a sequence to aid machine learning--takes inspiration from human learning, but has not gained widespread acceptance. Static strategies for scoring item difficulty rely on indirect proxy scores of varying quality and produce curricula that are not specific to the learner at hand. Dynamic approaches base difficulty estimates on gradient information, requiring considerable extra computation during training. We introduce a novel method for measuring the difficulty of individual problem instances directly relative to the ability of a given model, and identify transitional problems that are consistently easier as model ability increases. Applying this method to chess and mathematics, we find that training on a curriculum that "levels up" from easier to harder transitional problems most efficiently improves a model to the next tier of competence. These problems induce a natural progression from easier to harder items, which outperforms other training strategies. By measuring difficulty directly relative to model competence, our method yields interpretable problems, learner-specific curricula, and a principled basis for step-by-step improvement.

Zhun Deng, Thomas P Zollo, Benjamin Eyre et al.

As machine learning models grow increasingly competent, their predictions can supplement scarce or expensive data in various important domains. In support of this paradigm, algorithms have emerged to combine a small amount of high-fidelity observed data with a much larger set of imputed model outputs to estimate some quantity of interest. Yet current hybrid-inference tools target only means or single quantiles, limiting their applicability for many critical domains and use cases. We present QuEst, a principled framework to merge observed and imputed data to deliver point estimates and rigorous confidence intervals for a wide family of quantile-based distributional measures. QuEst covers a range of measures, from tail risk (CVaR) to population segments such as quartiles, that are central to fields such as economics, sociology, education, medicine, and more. We extend QuEst to multidimensional metrics, and introduce an additional optimization technique to further reduce variance in this and other hybrid estimators. We demonstrate the utility of our framework through experiments in economic modeling, opinion polling, and language model auto-evaluation.