@article {924721,
title = {Algorithmic Stability for Adaptive Data Analysis},
journal = {48th Annual Symposium on the Theory of Computing},
year = {2016},
abstract = {Adaptivity is an important feature of data analysis---the choice of questions to ask about a dataset often depends on previous interactions with the same dataset. However, statistical validity is typically studied in a nonadaptive model, where all questions are specified before the dataset is drawn. Recent work by Dwork et al. (STOC, 2015) and Hardt and Ullman (FOCS, 2014) initiated the formal study of this problem, and gave the first upper and lower bounds on the achievable generalization error for adaptive data analysis.\ Specifically, suppose there is an unknown distribution\ P\ and a set of\ n\ independent samples\ x\ is drawn from\ P. We seek an algorithm that, given\ x\ as input, accurately answers a sequence of adaptively chosen queries about the unknown distribution\ P. How many samples\ n\ must we draw from the distribution, as a function of the type of queries, the number of queries, and the desired level of accuracy?\ In this work we make two new contributions:\ (i) We give upper bounds on the number of samples\ n\ that are needed to answer statistical queries. The bounds improve and simplify the work of Dwork et al. (STOC, 2015), and have been applied in subsequent work by those authors (Science, 2015, NIPS, 2015).\ (ii) We prove the first upper bounds on the number of samples required to answer more general families of queries. These include arbitrary low-sensitivity queries and an important class of optimization queries.\ As in Dwork et al., our algorithms are based on a connection with algorithmic stability in the form of differential privacy. We extend their work by giving a quantitatively optimal, more general, and simpler proof of their main theorem that stability implies low generalization error. We also study weaker stability guarantees such as bounded KL divergence and total variation distance.},
url = {https://arxiv.org/abs/1511.02513v1},
author = {Raef Bassily and Kobbi Nissim and Smith, Adam and Thomas Steinke and Uri Stemmer and Jonathan Ullman}
}