testing procedure
Assessing model calibration with boosting trees
In regression modelling, the primary objective is to approximate the true conditional mean of a response given a set of features. To this end, various statistical models are used to fit a regression function that provides a mean estimate for each single set of features. This function is said to be calibrated if the resulting mean estimates match the true conditional means for almost all features. Aiming for calibration seems not achievable in practice as models are fitted on finite samples of noisy observations. A weaker notion of calibration is auto-calibration (sometimes also called mean-calibration or well-calibration); see, for example, Kr uger-Ziegel [22] and Denuit et al. [7]. This notion goes back to earlier works on the reliability of probabilistic forecasts in meteorology; we refer to Bross [2], Sanders [26] and Murphy-Winkler [23]. It means that when responses are grouped according to their mean estimates, the average of the responses within each group matches this estimate. This property is important in various applications where sums of mean estimates have to match sums of responses at a global and local level. This is, for example, the case in insurance pricing as an auto-calibrated pricing system avoids systematic cross-subsidy between different price cohorts; we refer the reader to Pohle [24], Denuit et al. [6], Fissler et al. [9] and W uthrich-Merz [30].
Testing properties of trees in graphical models with covariance queries
Burova, Sofiya, Calvillo, Francisco, Lugosi, Gรกbor, Zwiernik, Piotr
We consider the problem of testing properties of graphs underlying high-dimensional graphical models. We adopt the model of covariance queries introduced by Lugosi, Truszkowski, Velona, and Zwiernik (2021). We study the case when the underlying graph is a tree. The main results of the paper show that, while reconstructing the entire tree may be costly, certain global structural properties can be tested efficiently. In particular, we design randomized tests for global structural properties that use a sub-quadratic number of queries. We develop testing procedures for several fundamental properties, including the number of leaves, the maximum degree, the typical distance, and the diameter of the tree. For each property, we obtain explicit query complexity bounds that depend on the target threshold and tolerance parameters.
Adaptive auditing of AI systems with anytime-valid guarantees
Zhou, Siyu, Vossler, Patrick, Sivaraman, Venkatesh, Mai, Yifan, Feng, Jean
A major bottleneck in characterizing the failure modes of generative AI systems is the cost and time of annotation and evaluation. Consequently, adaptive testing paradigms have gained popularity, where one opportunistically decides which cases and how many to annotate based on past results. While this framework is highly practical, its extreme flexibility makes it difficult to draw statistically rigorous conclusions, as it violates classical assumptions: the number of observations is typically limited (often 10 to 50 cases) and decisions regarding sampling and stopping are made in the midst of data collection rather than based a pre-specified rule. To characterize what statistical inferences can be drawn from highly adaptive audits, we introduce a hypothesis testing framework from two 'dueling' perspectives: (i) the model's null that asserts there is no failure mode with performance below a target threshold versus (ii) the auditor's null that asserts they have a sampling strategy that will uncover a failure mode. Leveraging Safe Anytime-Valid Inference (SAVI), we formalize the auditor as conducting 'testing by betting', which translates into simultaneous e-processes for testing the dueling null hypotheses. Furthermore, if the auditor is sufficiently powerful, we prove that these two hypotheses are asymptotically inverses of each other, in that passage of a stringent audit does in fact certify the AI system as being globally robust. Empirically, we demonstrate that our proposed testing procedures maintain anytime-valid type-I error control, outperform pre-specified testing methods, and can reach statistically rigorous conclusions sometimes with as few as 20 observations.
Hierarchical Clustering With Confidence
Wu, Di, Bien, Jacob, Panigrahi, Snigdha
Agglomerative hierarchical clustering is one of the most widely used approaches for exploring how observations in a dataset relate to each other. However, its greedy nature makes it highly sensitive to small perturbations in the data, often producing different clustering results and making it difficult to separate genuine structure from spurious patterns. In this paper, we show how randomizing hierarchical clustering can be useful not just for measuring stability but also for designing valid hypothesis testing procedures based on the clustering results. We propose a simple randomization scheme together with a method for constructing a valid p-value at each node of the hierarchical clustering dendrogram that quantifies evidence against performing the greedy merge. Our test controls the Type I error rate, works with any hierarchical linkage without case-specific derivations, and simulations show it is substantially more powerful than existing selective inference approaches. To demonstrate the practical utility of our p-values, we develop an adaptive $ฮฑ$-spending procedure that estimates the number of clusters, with a probabilistic guarantee on overestimation. Experiments on simulated and real data show that this estimate yields powerful clustering and can be used, for example, to assess clustering stability across multiple runs of the randomized algorithm.
Testing for LLM response differences: the case of a composite null consisting of semantically irrelevant query perturbations
Acharyya, Aranyak, Priebe, Carey E., Helm, Hayden S.
Given an input query, generative models such as large language models produce a random response drawn from a response distribution. Given two input queries, it is natural to ask if their response distributions are the same. While traditional statistical hypothesis testing is designed to address this question, the response distribution induced by an input query is often sensitive to semantically irrelevant perturbations to the query, so much so that a traditional test of equality might indicate that two semantically equivalent queries induce statistically different response distributions. As a result, the outcome of the statistical test may not align with the user's requirements. In this paper, we address this misalignment by incorporating into the testing procedure consideration of a collection of semantically similar queries. In our setting, the mapping from the collection of user-defined semantically similar queries to the corresponding collection of response distributions is not known a priori and must be estimated, with a fixed budget. Although the problem we address is quite general, we focus our analysis on the setting where the responses are binary, show that the proposed test is asymptotically valid and consistent, and discuss important practical considerations with respect to power and computation.
AICO: Feature Significance Tests for Supervised Learning
Giesecke, Kay, Horel, Enguerrand, Jirachotkulthorn, Chartsiri
The opacity of many supervised learning algorithms remains a key challenge, hindering scientific discovery and limiting broader deployment -- particularly in high-stakes domains. This paper develops model- and distribution-agnostic significance tests to assess the influence of input features in any regression or classification algorithm. Our method evaluates a feature's incremental contribution to model performance by masking its values across samples. Under the null hypothesis, the distribution of performance differences across a test set has a non-positive median. We construct a uniformly most powerful, randomized sign test for this median, yielding exact p-values for assessing feature significance and confidence intervals with exact coverage for estimating population-level feature importance. The approach requires minimal assumptions, avoids model retraining or auxiliary models, and remains computationally efficient even for large-scale, high-dimensional settings. Experiments on synthetic tasks validate its statistical and computational advantages, and applications to real-world data illustrate its practical utility.
Does a Large Language Model Really Speak in Human-Like Language?
Park, Mose, Choi, Yunjin, Jeon, Jong-June
Large Language Models (LLMs) have recently emerged, attracting considerable attention due to their ability to generate highly natural, human-like text. This study compares the latent community structures of LLM-generated text and human-written text within a hypothesis testing procedure. Specifically, we analyze three text sets: original human-written texts ($\mathcal{O}$), their LLM-paraphrased versions ($\mathcal{G}$), and a twice-paraphrased set ($\mathcal{S}$) derived from $\mathcal{G}$. Our analysis addresses two key questions: (1) Is the difference in latent community structures between $\mathcal{O}$ and $\mathcal{G}$ the same as that between $\mathcal{G}$ and $\mathcal{S}$? (2) Does $\mathcal{G}$ become more similar to $\mathcal{O}$ as the LLM parameter controlling text variability is adjusted? The first question is based on the assumption that if LLM-generated text truly resembles human language, then the gap between the pair ($\mathcal{O}$, $\mathcal{G}$) should be similar to that between the pair ($\mathcal{G}$, $\mathcal{S}$), as both pairs consist of an original text and its paraphrase. The second question examines whether the degree of similarity between LLM-generated and human text varies with changes in the breadth of text generation. To address these questions, we propose a statistical hypothesis testing framework that leverages the fact that each text has corresponding parts across all datasets due to their paraphrasing relationship. This relationship enables the mapping of one dataset's relative position to another, allowing two datasets to be mapped to a third dataset. As a result, both mapped datasets can be quantified with respect to the space characterized by the third dataset, facilitating a direct comparison between them. Our results indicate that GPT-generated text remains distinct from human-authored text.