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[theory-seminar] Omer Reingold - Guilt-Free Interactive Data Analysis: The Reusable Holdout

Huacheng Yu yuhch123 at cs.stanford.edu
Wed Nov 19 14:14:01 PST 2014


Reminder: tomorrow 4:15pm in Gates 463A!

2014-11-14 16:15 GMT-08:00 Huacheng Yu <yuhch123 at cs.stanford.edu>:

> Hi,
>    We are going to have a theory seminar next Thursday, Nov 20th, at
> 4:15pm in Gates 463A. Our speaker will be Omer Reingold. See info below!
>
> - Huacheng Yu
>
> --------------------------------------------------------
>
> Guilt-Free Interactive Data Analysis: The Reusable Holdout
>
> A great deal of effort has been made to reduce the risk of spurious
> scientific discoveries, from the use of holdout sets and sophisticated
> cross-validation techniques, to procedures for controlling the false
> discovery rate in multiple hypothesis testing.  However, there is a
> fundamental disconnect between the theoretical results and the practice
> of science: the theory assumes a fixed collection of hypotheses to be
> tested, or learning algorithms to be applied, selected non-adaptively
> before the data are gathered, whereas science is by definition an adaptive
> process, in which data are shared and re-used, and hypotheses and new
> studies are generated on the basis of data exploration and previous
> outcomes.
>
> Surprisingly, the challenges of adaptivity can be addressed using insights
> from differential privacy, a field of study supporting a definition of
> privacy tailored to private data analysis.  As a corollary we show how to
> safely reuse a holdout set a great many times without undermining its power
> of ``correctness protection,'' even when hypotheses and computations are
> chosen adaptively.  Armed with this technique, the analyst is free to
> explore the data ad libitum, generating and evaluating hypotheses,
> verifying results on the holdout, and backtracking as needed.
>
> Joint work with Cynthia Dwork, Vitaly Feldman, Moritz Hardt, Toni Pitassi
> and Aaron Roth
>
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