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Gongjun Xu

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7 papers
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7

NeurIPS Conference 2025 Conference Paper

Bridging Human and LLM Judgments: Understanding and Narrowing the Gap

  • Felipe Maia Polo
  • Xinhe Wang
  • Mikhail Yurochkin
  • Gongjun Xu
  • Moulinath Banerjee
  • Yuekai Sun

Large language models are increasingly used as judges (LLM-as-a-judge) to evaluate model outputs at scale, but their assessments often diverge systematically from human judgments. We present Bridge, a unified statistical framework that explicitly bridges human and LLM evaluations under both absolute scoring and pairwise comparison paradigms. Bridge posits a latent human preference score for each prompt-response pair and models LLM deviations as linear transformations of covariates that capture sources of discrepancies. This offers a simple and principled framework for refining LLM ratings and characterizing systematic discrepancies between humans and LLMs. We provide an efficient fitting algorithm with asymptotic guarantees for statistical inference. Using six LLM judges and two benchmarks (BigGen Bench and Chatbot Arena), Bridge achieves higher agreement with human ratings (accuracy, calibration, and KL divergence) and exposes systematic human-LLM gaps.

ICML Conference 2024 Conference Paper

tinyBenchmarks: evaluating LLMs with fewer examples

  • Felipe Maia Polo
  • Lucas Weber
  • Leshem Choshen
  • Yuekai Sun
  • Gongjun Xu
  • Mikhail Yurochkin

The versatility of large language models (LLMs) led to the creation of diverse benchmarks that thoroughly test a variety of language models’ abilities. These benchmarks consist of tens of thousands of examples making evaluation of LLMs very expensive. In this paper, we investigate strategies to reduce the number of evaluations needed to assess the performance of an LLM on several key benchmarks. For example, we show that to accurately estimate the performance of an LLM on MMLU, a popular multiple-choice QA benchmark consisting of 14K examples, it is sufficient to evaluate this LLM on 100 curated examples. We release evaluation tools and tiny versions of popular benchmarks: Open LLM Leaderboard, MMLU, HELM, and AlpacaEval 2. 0. Our empirical analysis demonstrates that these tools and tiny benchmarks are sufficient to reliably and efficiently reproduce the original evaluation results.

JMLR Journal 2023 Journal Article

Dimension-Grouped Mixed Membership Models for Multivariate Categorical Data

  • Yuqi Gu
  • Elena E. Erosheva
  • Gongjun Xu
  • David B. Dunson

Mixed Membership Models (MMMs) are a popular family of latent structure models for complex multivariate data. Instead of forcing each subject to belong to a single cluster, MMMs incorporate a vector of subject-specific weights characterizing partial membership across clusters. With this flexibility come challenges in uniquely identifying, estimating, and interpreting the parameters. In this article, we propose a new class of Dimension-Grouped MMMs (Gro-M$^3$s) for multivariate categorical data, which improve parsimony and interpretability. In Gro-M$^3$s, observed variables are partitioned into groups such that the latent membership is constant for variables within a group but can differ across groups. Traditional latent class models are obtained when all variables are in one group, while traditional MMMs are obtained when each variable is in its own group. The new model corresponds to a novel decomposition of probability tensors. Theoretically, we derive transparent identifiability conditions for both the unknown grouping structure and model parameters in general settings. Methodologically, we propose a Bayesian approach for Dirichlet Gro-M$^3$s to inferring the variable grouping structure and estimating model parameters. Simulation results demonstrate good computational performance and empirically confirm the identifiability results. We illustrate the new methodology through applications to a functional disability survey dataset and a personality test dataset. [abs] [ pdf ][ bib ] &copy JMLR 2023. ( edit, beta )

JMLR Journal 2023 Journal Article

High-Dimensional Inference for Generalized Linear Models with Hidden Confounding

  • Jing Ouyang
  • Kean Ming Tan
  • Gongjun Xu

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured confounders associated with both the response and covariates, which can lead to invalidity of standard debiasing methods. This paper focuses on a generalized linear regression framework with hidden confounding and proposes a debiasing approach to address this high-dimensional problem, by adjusting for the effects induced by the unmeasured confounders. We establish consistency and asymptotic normality for the proposed debiased estimator. The finite sample performance of the proposed method is demonstrated through extensive numerical studies and an application to a genetic data set. [abs] [ pdf ][ bib ] &copy JMLR 2023. ( edit, beta )

JMLR Journal 2023 Journal Article

Statistical Inference for Noisy Incomplete Binary Matrix

  • Yunxiao Chen
  • Chengcheng Li
  • Jing Ouyang
  • Gongjun Xu

We consider the statistical inference for noisy incomplete binary (or 1-bit) matrix. Despite the importance of uncertainty quantification to matrix completion, most of the categorical matrix completion literature focuses on point estimation and prediction. This paper moves one step further toward statistical inference for binary matrix completion. Under a popular nonlinear factor analysis model, we obtain a point estimator and derive its asymptotic normality. Moreover, our analysis adopts a flexible missing-entry design that does not require a random sampling scheme as required by most of the existing asymptotic results for matrix completion. Under reasonable conditions, the proposed estimator is statistically efficient and optimal in the sense that the Cramer-Rao lower bound is achieved asymptotically for the model parameters. Two applications are considered, including (1) linking two forms of an educational test and (2) linking the roll call voting records from multiple years in the United States Senate. The first application enables the comparison between examinees who took different test forms, and the second application allows us to compare the liberal-conservativeness of senators who did not serve in the Senate at the same time. [abs] [ pdf ][ bib ] &copy JMLR 2023. ( edit, beta )

JMLR Journal 2020 Journal Article

A Regularization-Based Adaptive Test for High-Dimensional GLMs

  • Chong Wu
  • Gongjun Xu
  • Xiaotong Shen
  • Wei Pan

In spite of its urgent importance in the era of big data, testing high-dimensional parameters in generalized linear models (GLMs) in the presence of high-dimensional nuisance parameters has been largely under-studied, especially with regard to constructing powerful tests for general (and unknown) alternatives. Most existing tests are powerful only against certain alternatives and may yield incorrect Type 1 error rates under high-dimensional nuisance parameter situations. In this paper, we propose the adaptive interaction sum of powered score (aiSPU) test in the framework of penalized regression with a non-convex penalty, called truncated Lasso penalty (TLP), which can maintain correct Type 1 error rates while yielding high statistical power across a wide range of alternatives. To calculate its p-values analytically, we derive its asymptotic null distribution. Via simulations, its superior finite-sample performance is demonstrated over several representative existing methods. In addition, we apply it and other representative tests to an Alzheimer's Disease Neuroimaging Initiative (ADNI) data set, detecting possible gene-gender interactions for Alzheimer's disease. We also put R package “aispu” implementing the proposed test on GitHub. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2020. ( edit, beta )

JMLR Journal 2019 Journal Article

Learning Attribute Patterns in High-Dimensional Structured Latent Attribute Models

  • Yuqi Gu
  • Gongjun Xu

Structured latent attribute models (SLAMs) are a special family of discrete latent variable models widely used in social and biological sciences. This paper considers the problem of learning significant attribute patterns from a SLAM with potentially high-dimensional configurations of the latent attributes. We address the theoretical identifiability issue, propose a penalized likelihood method for the selection of the attribute patterns, and further establish the selection consistency in such an overfitted SLAM with a diverging number of latent patterns. The good performance of the proposed methodology is illustrated by simulation studies and two real datasets in educational assessments. [abs] [ pdf ][ bib ] &copy JMLR 2019. ( edit, beta )

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