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| Event Information |
| Title: | CS 201: Guilt-Free Interactive Data Analysis: The Reusable Holdout, OMER REINGOLD, Weizmann Institute Of Science |
| Date: | Tuesday, December 9, 2014 |
| Time: | 4:15 p.m. - 5:45 p.m. |
| Calendar: | Seminars |
| Contact: | Edna Todd |
| Complete Description | |
| **Refreshments at 3:45 pm, Program at 4:15 pm** Guilt-Free Interactive Data Analysis: The Reusable Holdout 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 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 Computer Science Professor at the Weizmann Institute of Science. Past positions include Microsoft Research, Institute for Advanced Study, Princeton, NJ and AT&T Labs. 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. Among his distinctions are the 2005 Grace Murray Hopper Award and the 2009 Gödel Prize. Hosted by Prof Amit Sahai Location: 3400 Boelter Hall CS201 STUDENTS visit here: |
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