The Everlasting Database: Statistical Validity at a Fair Price

NeurIPS 2018 Blake WoodworthVitaly FeldmanSaharon RossetNathan Srebro

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... (read more)

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