2019

Natural Analysts in Adaptive Data Analysis

Zrnic, Tijana, Hardt, Moritz

Understand

Adaptive data analysis is frequently criticized for its pessimistic generalization guarantees.

  • The source of these pessimistic bounds is a model that permits arbitrary, possibly adversarial analysts that optimally use information to bias results.
  • While being a central issue in the field, still lacking are notions of natural analysts that allow for more optimistic bounds faithful to the reality that typical analysts aren't adversarial.
  • In this work, we propose notions of natural analysts that smoothly interpolate between the optimal non-adaptive bounds and the best-known adaptive generalization bounds.

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