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Title: The Everlasting Database: Statistical Validity at a Fair Price
The problem of handling adaptivity in data analysis, intentional or not, permeates a variety of fields, including test-set overfitting in ML challenges and the accumulation of invalid scientific discoveries. We propose a mechanism for answering an arbitrarily long sequence of potentially adaptive statistical queries, by charging a price for each query and using the proceeds to collect additional samples. Crucially, we guarantee statistical validity without any assumptions on how the queries are generated. We also ensure with high probability that the cost for M non-adaptive queries is O(log M), while the cost to a potentially adaptive user who makes M queries that do not depend on any others is O(sqrt(M)).  more » « less
Award ID(s):
1718970
PAR ID:
10089727
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Advances in neural information processing systems
Volume:
31
ISSN:
1049-5258
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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