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While standard statistical inference techniques and machine learning generalization bounds assume that tests are run on data selected independently of the hypotheses, practical data analysis and machine learning are usually iterative and adaptive processes where the same holdout data is often used for testing a sequence of hypotheses (or models), which may each depend on the outcome of the previous tests on the same data. In this work, we present RADABOUND a rigorous, efficient and practical procedure for controlling the generalization error when using a holdout sample for multiple adaptive testing. Our solution is based on a new application of the Rademacher Complexity generalization bounds, adapted to dependent tests. We demonstrate the statistical power and practicality of our method through extensive simulations and comparisons to alternative approaches. In particular, we show that our rigorous solution is a substantially more powerful and efficient than the differential privacy based approach proposed in Dwork et al. [1]-[3].more » « less
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De Stefani, Lorenzo; Spiegelberg, Leonhard F.; Upfal, Eli; Kraska, Tim (, 2019 IEEE International Conference on Data Science and Advanced Analytics (DSAA))Recently, there have been several proposals to develop visual recommendation systems. The most advanced systems aim to recommend visualizations, which help users to find new correlations or identify an interesting deviation based on the current context of the user's analysis. However, when recommending a visualization to a user, there is an inherent risk to visualize random fluctuations rather than solely true patterns: a problem largely ignored by current techniques. In this paper, we present VizCertify, a novel framework to improve the performance of visual recommendation systems by quantifying the statistical significance of recommended visualizations. The proposed methodology allows to control the probability of misleading visual recommendations using both classical statistical testing procedures and a novel application of the Vapnik Chervonenkis (VC) dimension towards visualization recommendation which results in an effective criterion to decide whether a recommendation corresponds to a true phenomenon or not.more » « less
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