Mark van der Laan

Mingxun Wang, Alejandro Schuler, Mark van der Laan et al.

The Highly Adaptive Lasso (HAL) is a nonparametric regression method that achieves almost dimension-free convergence rates under minimal smoothness assumptions, but its implementation can be computationally prohibitive in high dimensions due to the large basis matrix it requires. The Highly Adaptive Ridge (HAR) has been proposed as a scalable alternative. Building on both procedures, we introduce the Principal Component based Highly Adaptive Lasso (PCHAL) and Principal Component based Highly Adaptive Ridge (PCHAR). These estimators constitute an outcome-blind dimension reduction which offer substantial gains in computational efficiency and match the empirical performances of HAL and HAR. We also uncover a striking spectral link between the leading principal components of the HAL/HAR Gram operator and a discrete sinusoidal basis, revealing an explicit Fourier-type structure underlying the PC truncation.

Lars van der Laan, Mark Van Der Laan

We study semisupervised mean estimation with a small labeled sample, a large unlabeled sample, and a black-box prediction model whose output may be miscalibrated. A standard approach in this setting is augmented inverse-probability weighting (AIPW) [Robins et al., 1994], which protects against prediction-model misspecification but can be inefficient when the prediction score is poorly aligned with the outcome scale. We introduce Calibrated Prediction-Powered Inference, which post-hoc calibrates the prediction score on the labeled sample before using it for semisupervised estimation. This simple step requires no retraining and can improve the original score both as a predictor of the outcome and as a regression adjustment for semisupervised inference. We study both linear and isotonic calibration. For isotonic calibration, we establish first-order optimality guarantees: isotonic post-processing can improve predictive accuracy and estimator efficiency relative to the original score and simpler post-processing rules, while no further post-processing of the fitted isotonic score yields additional first-order gains. For linear calibration, we show first-order equivalence to PPI++. We also clarify the relationship among existing estimators, showing that the original PPI estimator is a special case of AIPW and can be inefficient when the prediction model is accurate, while PPI++ is AIPW with empirical efficiency maximization [Rubin et al., 2008]. In simulations and real-data experiments, our calibrated estimators often outperform PPI and are competitive with, or outperform, AIPW and PPI++. We provide an accompanying Python package, ppi_aipw, at https://larsvanderlaan.github.io/ppi-aipw/.