Learning from Biased and Costly Data Sources: Minimax-optimal Data Collection under a Budget

Statistics > Machine Learning [Submitted on 19 Feb 2026 (v1), last revised 16 Jun 2026 (this version, v2)] Title:Learning from Biased and Costly Data Sources: Minimax-optimal Data Collection under a Budget View PDF HTML (experimental)Abstract:Data collection is a critical component of modern statistical and machine learning pipelines, particularly when data must be gathered from multiple heterogeneous sources to study a target population of interest. In many use cases, such as medical studies or political polling, different sources incur different sampling costs. Observations often have associated group identities - for example, health markers, demographics, or political affiliations - and the relative composition of these groups may differ substantially, both among the source populations and between sources and target population. In this work, we study multi-source data collection under a fixed budget, focusing on the estimation of population means and group-conditional means. We show that naive data collection strategies (e.g. attempting to "match" the target distribution) or relying on standard estimators (e.g. sample mean) can be highly suboptimal. Instead, we develop a sampling plan which maximizes the effective sample size - the total sample size divided by $D_{\chi^2}(q\mid\mid\overline{p}) + 1$, where $q$ is the target distribution, $\overline{p}$ is the aggregated source distribution, and $D_{\chi^2}$ is the $\chi^2$-divergence. We pair this sampling plan with a classical post-stratification estimator and upper bound its risk. We provide matching lower bounds, establishing that our approach achieves the budgeted minimax optimal risk. Our techniques also extend to prediction problems when minimizing the excess risk, providing a principled approach to multi-source learning with costly and heterogeneous data sources. Submission history From: Michael Harding [view email][v1] Thu, 19 Feb 2026 23:17:59 UTC (1,355 KB) [v2] Tue, 16 Jun 2026 02:35:26 UTC (1,356 KB) Current browse context: stat.ML References & Citations Loading... Bibliographic and Citation Tools Bibliographic Explorer (What is the Explorer?) Connected Papers (What is Connected Papers?) Litmaps (What is Litmaps?) scite Smart Citations (What are Smart Citations?) Code, Data and Media Associated with this Article alphaXiv (What is alphaXiv?) CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub (What is DagsHub?) Gotit.pub (What is GotitPub?) Hugging Face (What is Huggingface?) ScienceCast (What is ScienceCast?) Demos Recommenders and Search Tools Influence Flower (What are Influence Flowers?) CORE Recommender (What is CORE?) arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.