Learning U-Statistics with Active Inference
Abstract
U-statistics play a central role in statistical inference. In many modern applications, however, acquiring the labels required for U-statistics is costly. Motivated by recent advances in active inference, we develop an active inference framework for U-statistics that selectively queries informative labels to improve estimation efficiency under a fixed labeling budget, while preserving valid statistical inference. Our approach is built on the augmented inverse probability weighting U-statistic, which is designed to incorporate the sampling rule and machine learning predictions. We characterize the optimal sampling rule that minimizes its variance and design practical sampling strategies. We further extend the framework to U-statistic-based empirical risk minimization. Experiments on real datasets demonstrate substantial gains in estimation efficiency over baseline methods, while maintaining target coverage.
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BibTeX
@misc{wang2026learning,
title = {{Learning U-Statistics with Active Inference}},
author = {Xiaoning Wang and Yuyang Huo and Liuhua Peng and Changliang Zou},
howpublished = {arXiv},
year = {2026},
month = may,
doi = {10.48550/arxiv.2605.11638},
eprint = {2605.11638},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2605.11638},
}
RIS
TY - UNPB
TI - Learning U-Statistics with Active Inference
AU - Xiaoning Wang
AU - Yuyang Huo
AU - Liuhua Peng
AU - Changliang Zou
PY - 2026
DA - 2026/05/12
PB - arXiv
DO - 10.48550/arxiv.2605.11638
UR - https://arxiv.org/abs/2605.11638
AB - U-statistics play a central role in statistical inference. In many modern applications, however, acquiring the labels required for U-statistics is costly. Motivated by recent advances in active inference, we develop an active inference framework for U-statistics that selectively queries informative labels to improve estimation efficiency under a fixed labeling budget, while preserving valid statistical inference. Our approach is built on the augmented inverse probability weighting U-statistic, which is designed to incorporate the sampling rule and machine learning predictions. We characterize the optimal sampling rule that minimizes its variance and design practical sampling strategies. We further extend the framework to U-statistic-based empirical risk minimization. Experiments on real datasets demonstrate substantial gains in estimation efficiency over baseline methods, while maintaining target coverage.
ER -