TOC Seminar: Algorithmic Stability for Adaptive Data AnalysisSpeaker: Jonathan Ullman
Recorded on October 18, 2016 at 17:30
About This Video
Abstract: Adaptivity is an important feature of data analysis - the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model, where all questions are specified before the dataset is drawn. Recent work by Dwork et al. (STOC, 2015) and Hardt and Ullman (FOCS, 2014) initiated a general formal study of this problem, and gave the first upper and lower bounds on the achievable generalization error for adaptive data analysis. Specifically, suppose there is an unknown distribution P and a set of n independent samples x is drawn from P. We seek an algorithm that, given x as input, accurately answers a sequence of adaptively chosen "queries" about the unknown distribution P. How many samples n must we draw from the distribution, as a function of the type of queries, the number of queries, and the desired level of accuracy? We give new upper bounds on the number of samples n that are needed to answer statistical queries. The bounds improve and simplify the work of Dwork et al. (STOC, 2015), and have been applied in subsequent work by those authors (Science, 2015; NIPS, 2015). As in Dwork et al., our algorithms are based on a connection with algorithmic stability in the form of differential privacy. We extend their work by giving a quantitatively optimal, more general, and simpler proof of their main theorem that the stability notion guaranteed by differential privacy implies low generalization error. Joint work with Raef Bassily, Kobbi Nissim, Adam Smith, Thomas Steinke, and Uri Stemmer.