The reusable holdout: Preserving validity in adaptive data analysis

Author:

Dwork Cynthia1,Feldman Vitaly2,Hardt Moritz3,Pitassi Toniann4,Reingold Omer5,Roth Aaron6

Affiliation:

1. Microsoft Research, Mountain View, CA 94043, USA.

2. IBM Almaden Research Center, San Jose, CA 95120, USA.

3. Google Research, Mountain View, CA 94043, USA.

4. Department of Computer Science, University of Toronto, Toronto, Ontario M5S 3G4, Canada.

5. Samsung Research America, Mountain View, CA 94043, USA.

6. Department of Computer and Information Science, University of Pennsylvania, Philadelphia, PA 19104, USA.

Abstract

Testing hypotheses privately Large data sets offer a vast scope for testing already-formulated ideas and exploring new ones. Unfortunately, researchers who attempt to do both on the same data set run the risk of making false discoveries, even when testing and exploration are carried out on distinct subsets of data. Based on ideas drawn from differential privacy, Dwork et al. now provide a theoretical solution. Ideas are tested against aggregate information, whereas individual data set components remain confidential. Preserving that privacy also preserves statistical inference validity. Science , this issue p. 636

Funder

NSF

Alfred P. Sloan Foundation

Natural Sciences and Engineering Research Council of Canada

NSF CAREER

Publisher

American Association for the Advancement of Science (AAAS)

Subject

Multidisciplinary

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4. The statistical crisis in science;Gelman A.;Am. Stat.,2014

5. T. Hastie R. Tibshirani J. H. Friedman The Elements of Statistical Learning: Data Mining Inference and Prediction (Springer Series in Statistics Springer New York ed. 2 2009).

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