Description: Fall 2017, Taught at Penn and BU
Fall 2017, Taught at Penn and BU
Menu Homework Lecture Schedule and Notes More Reading About Adaptive Data Analysis Featured ~ Aaron Roth ~ Leave a comment Important Links Lecture Notes Homework Logistics Course Piazza Site (email us if you want to be added) Synopsis This class will take a mathematically rigorous approach to understanding how to mitigate overfitting and false discovery when doing data analysis in the common case in which data is repeatedly re-used, both to suggest which analyses should be performed, and to actually cond
We will start the class by demonstrating why this is the case: if you use standard empirical estimates, then adaptively chosen analyses really can overfit very quickly. The rest of the class will then be focused on mitigations: can we design more sophisticated statistical estimators that can prevent this problem?