[Busec] Fwd: Fwd: Tuesday, 1/26 at NEU: Omer Reginold on "Guilt-Free Interactive Data Analysis: The Reusable Holdout"

Ran Canetti 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

Abstract:

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


Bio:

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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