A Statistical Approach to Estimating Sample Size of Machine Learning Models
Dat Phan-Trong, Sunil Gupta, Svetha Venkatesh
Abstract
Sample size determination for machine learning (ML) prediction models is challenging because conventional power analysis typically requires the predictor-outcome relationship and effect structure to be specified a priori. Nonlinear ML models learn complex prediction surfaces that do not admit straightforward analytical power calculations. We propose a framework that approximates nonlinear ML models with localized linear representations and estimates sample size requirements by evaluating statistical power across these local regions.