Papers › Guaranteed Validity for Empirical Approaches to Adaptive Data Analysis

Guaranteed Validity for Empirical Approaches to Adaptive Data Analysis

21 Jun 2019arXiv:1906.09231archive 2025-07-28

Ryan Rogers, Aaron Roth, Adam Smith, Nathan Srebro, Om Thakkar, Blake Woodworth

We design a general framework for answering adaptive statistical queries that focuses on providing explicit confidence intervals along with point estimates. Prior work in this area has either focused on providing tight confidence intervals for specific analyses, or providing general worst-case bounds for point estimates. Unfortunately, as we observe, these worst-case bounds are loose in many settings --- often not even beating simple baselines like sample splitting. Our main contribution is to design a framework for providing valid, instance-specific confidence intervals for point estimates that can be generated by heuristics. When paired with good heuristics, this method gives guarantees that are orders of magnitude better than the best worst-case bounds. We provide a Python library implementing our method.

PaperPDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections