Generalization in the Face of Adaptivity: A Bayesian Perspective

• Published in: arXiv.org
• Main Authors: Shenfeld, Moshe, Ligett, Katrina
• Format: Paper
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 03.04.2024
• Subjects: Algorithms; Data analysis; Queries; Random noise; Variance

Repeated use of a data sample via adaptively chosen queries can rapidly lead to overfitting, wherein the empirical evaluation of queries on the sample significantly deviates from their mean with respect to the underlying data distribution. It turns out that simple noise addition algorithms suffice t...