# Model Evaluation in the Dark: Robust Classifier Metrics with Missing Labels

arXiv: https://arxiv.org/abs/2504.18385 · HTML: https://mlsanity.com/paper/2504.18385/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 12 of its 55 references that are in the map.
- First posted on arXiv 25 Apr 2025.

## Builds on (most cited first, 12 of 12)

- [XGBoost: A Scalable Tree Boosting System](https://mlsanity.com/paper/1603.02754/) (2016)
- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Accurate Uncertainties for Deep Learning Using Calibrated Regression](https://mlsanity.com/paper/1807.00263/) (2018)
- [Verified Uncertainty Calibration](https://mlsanity.com/paper/1909.10155/) (2019)
- [OpenML-Python: an extensible Python API for OpenML](https://mlsanity.com/paper/1911.02490/) (2019)
- [What's a good imputation to predict with missing values?](https://mlsanity.com/paper/2106.00311/) (2021)
- [On the consistency of supervised learning with missing values](https://mlsanity.com/paper/1902.06931/) (2019)
- [What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum](https://mlsanity.com/paper/1411.5279/) (2014)
- [Ranking Models in Unlabeled New Environments](https://mlsanity.com/paper/2108.10310/) (2021)
- [Random features models: a way to study the success of naive imputation](https://mlsanity.com/paper/2402.03839/) (2024)
- [Doubly Calibrated Estimator for Recommendation on Data Missing Not At Random](https://mlsanity.com/paper/2403.00817/) (2024)
- [Are labels informative in semi-supervised learning? -- Estimating and leveraging the missing-data mechanism](https://mlsanity.com/paper/2302.07540/) (2023)

## Abstract (arXiv)

Missing data in supervised learning is well-studied, but the specific issue of missing labels during model evaluation has been overlooked. Ignoring samples with missing values, a common solution, can introduce bias, especially when data is Missing Not At Random (MNAR). We propose a multiple imputation technique for evaluating classifiers using metrics such as precision, recall, and ROC-AUC. This method not only offers point estimates but also a predictive distribution for these quantities when labels are missing. We empirically show that the predictive distribution's location and shape are generally correct, even in the MNAR regime. Moreover, we establish that this distribution is approximately Gaussian and provide finite-sample convergence bounds. Additionally, a robustness proof is presented, confirming the validity of the approximation under a realistic error model.
