• Corpus ID: 2540278

Generalization for Adaptively-chosen Estimators via Stable Median

@inproceedings{Feldman2017GeneralizationFA,
  title={Generalization for Adaptively-chosen Estimators via Stable Median},
  author={Vitaly Feldman and Thomas Steinke},
  booktitle={COLT},
  year={2017}
}
Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these dependencies and little is known about how to provably avoid overfitting and false discovery in the adaptive setting. We consider a natural formalization of this problem in which the goal is to design an algorithm that, given a limited number of i.i.d.~samples… 

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