arXiv AI

Knowing When to Stop: Bayesian Optimal Stopping for LLM Evaluations

arXiv:2608. 14425v1 Announce Type: new Abstract: LLM evaluations often use fixed sampling budgets, testing every item the same number of times even after estimates are precise.

arXiv Computer Vision
Sep 21

How Many Posterior Samples? Calibrated Stopping for Adaptive Sensing

The paper investigates how to decide when to stop collecting posterior samples in classification‑oriented adaptive sensing. It shows that a simple threshold‑based plug‑in rule does not guarantee the desired confidence level, and proposes calibrated fixed‑sample and finite‑horizon sequential stopping rules that control the false‑declaration probability. Experiments on MNIST demonstrate that the sequential rule can reduce sensing cost the most, and that a curtailment strategy can save up to 62% of posterior samples while maintaining accuracy.

By Vincent Corlay, Andriy Enttsel
Hugging Face Trending Papers
Aug 18

Judge, Retrieve, or Abstain: Uncertainty-Guarded LLM Judging with Provable Risk Guarantees

The paper introduces a risk‑controlled framework for using large language models (LLMs) as judges in tasks without reference answers. By calibrating uncertainty thresholds on a held‑out set, the method ensures that the false discovery rate of accepted verdicts stays below a user‑specified level α with high probability, using finite‑sample Clopper–Pearson intervals. When the parametric judge lacks confidence, the instance is routed to a retrieval‑augmented mode with a second calibrated threshold, preserving the error guarantee while achieving higher coverage than single‑mode baselines.

arXiv AI
Jul 23

Statistical Early Stopping for Reasoning Models

arXiv:2602. 13935v2 Announce Type: replace Abstract: While LLMs have seen substantial improvement in reasoning capabilities, they also sometimes overthink, generating unnecessary reasoning steps, particularly under uncertainty, given ill-posed or ambiguous queries.

By Yangxinyu Xie, Tao Wang, Soham Mallick, Yan Sun, Georgy Noarov, Mengxin Yu, Tanwi Mallick, Weijie J. Su, Edgar Dobriban
arXiv Machine Learning
Jul 7

Knowing When to Stop: Predicting Execution-Consistency Convergence in Text-to-SQL

arXiv:2607. 03991v1 Announce Type: new Abstract: Repeated LLM calls are the standard way to estimate how trustworthy a Text-to-SQL result is: run the pipeline multiple times, judge each SQL execution, and use the consistency of the verdicts as a confidence signal.

By Yaron Anavi, Mor Aisenberg, Nadav Nesher, Elena Khabibullina, Isabella Cattinelli
arXiv AI
Sep 25

Speculative Evaluation of Stochastic LLMs

The paper introduces Speculative Evaluation, a method to reduce variance in evaluating stochastic large language models (LLMs) under a fixed rollout budget. It employs a Hierarchical Bayesian Neyman (HBN) policy that first runs a short uniform pilot, then pools task-level success counts via a hierarchical Bayesian model to compute posterior expectations of task-level sampling variances. Using these expectations, the method applies exact positive-integer Neyman allocation to allocate rollouts, and an asynchronous variant (HBN-async) speculatively executes continuations from partial pilot feedback to mitigate synchronization overhead. Across six checkpoints and 18 benchmark groups, Speculative Evaluation achieves 12.8%-33.6% lower variance compared to uniform allocation, outperforming empirical and independent Bayesian baselines, and demonstrates practical benefits in real-generation experiments.

By Qianli Shen, Xiang Li, Ruomeng Ding, Yanxi Chen, Daoyuan Chen, Yaliang Li
arXiv AI
Sep 2

LEAP: Likelihood Elicitation and Aggregation for LLM-based Probabilistic Forecasting

LEAP (Likelihood Elicitation and Aggregation for Probabilistic forecasting) is a new approach that reorganizes how evidence is used in LLM-based forecasting systems. Instead of a monolithic prediction that aggregates all evidence at once, LEAP examines each evidence item separately, elicits likelihood parameters, and combines them with an explicit prior to produce a posterior distribution. The method supports continuous, single-choice, and multi-choice forecasts and has been shown to improve prediction and calibration metrics across models on a benchmark covering forecasting, information-seeking, and browsing tasks.

By Yufei Chen, Yiran Zhao, Xiaogang Xu, Qipeng Xie, Jiafei Wu, Zhe Liu