@inproceedings{
polo2023estimating,
title={Estimating Fr\'echet bounds for validating programmatic weak supervision},
author={Felipe Maia Polo and Mikhail Yurochkin and Moulinath Banerjee and Subha Maity and Yuekai Sun},
booktitle={NeurIPS 2023 Workshop Optimal Transport and Machine Learning},
year={2023},
url={https://openreview.net/forum?id=YI873MmwQJ}
}
We develop methods for estimating Fréchet bounds on (possibly high-dimensional) distribution classes in which some variables are continuous-valued. We establish the statistical correctness of the computed bounds under uncertainty in the marginal constraints and demonstrate the usefulness of our algorithms by evaluating the performance of machine learning (ML) models trained with programmatic weak supervision (PWS). PWS is a framework for principled learning from weak supervision inputs (e.g., crowdsourced labels, knowledge bases, pre-trained models on related tasks, etc.), and it has achieved remarkable success in many areas of science and engineering. Unfortunately, it is generally difficult to validate the performance of ML models trained with PWS due to the absence of labeled data. Our algorithms address this issue by estimating sharp lower and upper bounds for performance metrics such as accuracy/recall/precision drawing connections to tools from computational optimal transport.
Estimating Fréchet bounds for validating programmatic weak supervision
Felipe Maia Polo Mikhail Yurochkin Moulinath Banerjee Subha Maity Yuekai Sun