[Busec] Fwd: Fwd: Tuesday, 1/26 at NEU: Omer Reginold on "Guilt-Free Interactive Data Analysis: The Reusable Holdout"
canetti at bu.edu
Sat Jan 23 04:26:58 EST 2016
FYI: A talk of interest:
When: Tuesday, January 26 at 12 pm
Where: 240 Dockser, Northeastern University
Title: Guilt-Free Interactive Data Analysis: The Reusable Holdout
Speaker: Omer Reginold
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 mostly 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
Omer Reingold is a Principle Research Engineer at SRA working in the
Computing Science Innovation Center. Past positions include the
Weizmann Institute of Science, Microsoft Research, the Institute for
Advanced Study in Princeton, NJ, and AT&T Labs (together with shorter
visiting appointments at Harvard University and at Stanford University).
His research is in the Foundations of Computer Science and most notably
in Computational Complexity and the Foundations of Cryptography with
emphasis on randomness, derandomization and explicit combinatorial
constructions. He is an ACM Fellow and among his distinctions are the
2005 Grace Murray Hopper Award and the 2009 Gödel Prize.
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