The Challenge of Valid Evaluations
Talkat Bridging Prediction and Intervention Problems in Social Systems (Simons Institute, 2026) · 2026-01-12..01-18·
summary
Argues standard train/test evaluation misleads when decisions affect outcomes and measurements are proxies, and shows concrete methods to fix that: derive partially identified bounds under selective labels and one-sided measurement error, estimate bounds with doubly robust / double‑ML estimators built from efficient influence functions, and apply them to hospital datasets where covariate shift materially changes risk estimates; demonstrates bounds can cover true false‑positive/negative rates if the measurement parameter is plausibly bounded.
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chapters (9)
- 0:00Valid evaluations in algorithmic decisions
- 1:08Standard ML evaluation limits
- 3:23Selective labels in pneumonia risk
- 7:01Proxy outcomes in medical data
- 8:36Distribution shift in hospitals
- 10:05Validity threats in evaluations
- 15:20Statistical methods for validity
- 26:41Jointly handling shift and dependencies
- 29:14Summary and open challenges
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