English

PPI-SVRG: Unifying Prediction-Powered Inference and Variance Reduction for Semi-Supervised Optimization

Machine Learning 2026-01-30 v1 Econometrics Optimization and Control Machine Learning

Abstract

We study semi-supervised stochastic optimization when labeled data is scarce but predictions from pre-trained models are available. PPI and SVRG both reduce variance through control variates -- PPI uses predictions, SVRG uses reference gradients. We show they are mathematically equivalent and develop PPI-SVRG, which combines both. Our convergence bound decomposes into the standard SVRG rate plus an error floor from prediction uncertainty. The rate depends only on loss geometry; predictions affect only the neighborhood size. When predictions are perfect, we recover SVRG exactly. When predictions degrade, convergence remains stable but reaches a larger neighborhood. Experiments confirm the theory: PPI-SVRG reduces MSE by 43--52\% under label scarcity on mean estimation benchmarks and improves test accuracy by 2.7--2.9 percentage points on MNIST with only 10\% labeled data.

Keywords

Cite

@article{arxiv.2601.21470,
  title  = {PPI-SVRG: Unifying Prediction-Powered Inference and Variance Reduction for Semi-Supervised Optimization},
  author = {Ruicheng Ao and Hongyu Chen and Haoyang Liu and David Simchi-Levi and Will Wei Sun},
  journal= {arXiv preprint arXiv:2601.21470},
  year   = {2026}
}

Comments

27 pages, 4 figures

R2 v1 2026-07-01T09:25:21.905Z