[Colloquium] 4/27 TTIC Machine Learning Seminar Series: Blake Woodworth, TTIC

[Mary Marre via Colloquium]

 When:     Friday, April 27th at *11:00 am*

Where:    TTIC, 6045 S Kenwood Avenue, 5th Floor, Room 526

Who:       Blake Woodworth, TTIC


Title:        The Everlasting Database: Statistical Validity at a Fair Price

Abstract:
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. Crucially, we
guarantee statistical validity without any assumptions on how the queries
are generated. We also ensure with high probability that the cost for M
non-adaptive queries is O(\log M), while the cost to a potentially adaptive
user who makes M queries that do not depend on any others is O(\sqrt{M}).



For more information on the machine learning seminar series (MLSS), please
request to join the group at https://groups.google.com/a/ttic.edu/d/forum/
mlss. If you are interested in presenting in the seminar, please send an
email to suriya at ttic.edu.




Mary C. Marre
Administrative Assistant
*Toyota Technological Institute*
*6045 S. Kenwood Avenue*
*Room 504*
*Chicago, IL  60637*
*p:(773) 834-1757*
*f: (773) 357-6970*
*mmarre at ttic.edu <mmarre at ttic.edu>*
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