Tag: Holdout (2)
- Big Idea To Avoid Overfitting: Reusable Holdout to Preserve Validity in Adaptive Data Analysis - Aug 17, 2015.
Big Data makes it all too easy find spurious "patterns" in data. A new approach helps avoid overfitting by using 2 key ideas: validation should not reveal any information about the holdout data, and adding of a small amount of noise to any validation result.
- Overcoming Overfitting with the reusable holdout: Preserving validity in adaptive data analysis - Aug 12, 2015.
Misapplication of statistical data analysis is a common cause of spurious discoveries in scientific research. We demonstrate a new approach for addressing the challenges of adaptivity based on insights from privacy-preserving data analysis.