Finite Resources False Discovery Rate Control in Structured Hypothesis Spaces

· Source: stat.ML updates on arXiv.org · Field: Science & Research — Mathematics & Computational Sciences, Research Methodology & Innovation, Artificial Intelligence & Machine Learning · Depth: Expert, extended

Summary

A new framework is presented for False Discovery Rate (FDR) control in large-scale hypothesis testing, specifically addressing challenges arising from finite null draws, which lead to p-value uncertainty, and the inherent structure within hypothesis spaces. The framework introduces two distinct decision rules: Rule 1, a "Model-Free" approach, guarantees exact FDR control but with lower statistical power. Rule 2, based on "Mirror Statistics," maximizes power by adapting mirror-statistic control into count space, offering FDR control with a quantifiable slack. Utilizing a Reproducing Kernel Hilbert Space (RKHS) framework, the system also provides a policy for the efficient allocation of null distribution samples. Empirical evaluations on 10 ADbench datasets and the AlpacaEval 2.0 LLM-as-judge benchmark demonstrate that both rules effectively maintain FDR control, with Rule 2 consistently achieving higher power. The adaptive allocation policy further enhances decision-making and power per unit of budget.

Key takeaway

For Data Scientists managing large-scale hypothesis testing with limited null samples, this framework offers robust FDR control and improved power. You should consider implementing Rule 2 for higher statistical power, accepting a quantifiable slack, and utilize the adaptive allocation policy to efficiently distribute null sampling budgets, especially in structured hypothesis spaces. This approach can significantly increase actionable discoveries.

Key insights

A framework unifies FDR control for finite-data p-value uncertainty and structured hypothesis spaces, improving power and resource allocation.

Principles

Method

The framework uses count-based likelihoods and RKHS for structured priors. It offers two decision rules: Rule 1 for exact FDR, Rule 2 for higher power with controlled slack. An adaptive policy allocates null samples.

In practice

Topics

Best for: AI Scientist, Research Scientist, Data Scientist

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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.