Reusable Holdout

Cool paper, cool idea, ICYMI:

http://science.sciencemag.org/content/sci/349/6248/636.full.pdf

From: Mabry, Patricia L
Sent: Thursday, January 14, 2016 5:51 AM
Subject: [iuni_systems_sci-l] Article of interest: reusable holdout method

Dwork, C., Feldman, V., Hardt, M., Pitassi, T., Reingold, O., & Roth, A. (2015). The reusable holdout: Preserving validity in adaptive data analysis.Science, 349(6248), 636-638.

Misapplication of statistical data analysis is a common cause of spurious discoveries in
scientific research. Existing approaches to ensuring the validity of inferences drawn from data
assume a fixed procedure to be performed, selected before the data are examined. In common
practice, however, data analysis is an intrinsically adaptive process, with new analyses
generated on the basis of data exploration, as well as the results of previous analyses on the
same data. We demonstrate a new approach for addressing the challenges of adaptivity based
on insights from privacy-preserving data analysis. As an application, we show how to safely
reuse a holdout data set many times to validate the results of adaptively chosen analyses.

http://science.sciencemag.org/content/349/6248/636.full-text.pdf+html

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