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Adaptive Learn-then-Test: Statistically Valid and Efficient Hyperparameter Selection

2024/09/24 by Matteo Zecchin, Zecchin, Matteo, Park, Sangwoo +1 · 4 citations
Computer Science · Engineering · #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #Fault Detection and Control Systems #Information Theory (cs.IT) #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Neural Networks and Applications

paper · pdf · doi:10.48550/arxiv.2409.15844

openalex publication_date 2024/09/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We introduce adaptive learn-then-test (aLTT), an efficient hyperparameter selection procedure that provides finite-sample statistical guarantees on the population risk of AI models. Unlike the existing learn-then-test (LTT) technique, which relies on conventional p-value-based multiple hypothesis testing (MHT), aLTT implements sequential data-dependent MHT with early termination by leveraging e-processes. As a result, aLTT can reduce the number of testing rounds, making it particularly well-suited for scenarios in which testing is costly or presents safety risks. Apart from maintaining statistical validity, in applications such as online policy selection for offline reinforcement learning and prompt engineering, aLTT is shown to achieve the same performance as LTT while requiring only a fraction of the testing rounds.

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