- On Political Economy and Data Science: When A Discipline Is Not Enough - Nov 18, 2015.
Most non-trivial Data Science applications are interdisciplinary requiring collaboration across disciplines. We are just beginning to understand the nature of interdisciplinarity in Data Science and the risks of misunderstanding.
Data Science, Michael Brodie, Overfitting, Vitaly Feldman
- 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.
Pages: 1 2
Holdout, Model Performance, Overfitting, P-value, Vitaly Feldman
- 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.
Holdout, Model Performance, Moritz Hardt, Overfitting, P-value, Vitaly Feldman
