Theory of Computing Seminar
The Reusable Holdout: Preserving Validity in Interactive Data Analysis
Abstract: A great deal of effort has been devoted to reducing 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 validation power, 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, Toni Pitassi, Omer
Reingold and Aaron Roth.
Contact: Thomas Vidick firstname.lastname@example.org