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Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
PAPRIKA: Private Online False Discovery Rate Control
Wanrong Zhang, Gautam Kamath, Rachel Cummings · 2020-02-28 · via stat.ML updates on arXiv.org

In hypothesis testing, a false discovery occurs when a hypothesis is incorrectly rejected due to noise in the sample. When adaptively testing multiple hypotheses, the probability of a false discovery increases as more tests are performed. Thus the problem of False Discovery Rate (FDR) control is to find a procedure for testing multiple hypotheses that accounts for this effect in determining the set of hypotheses to reject. The goal is to minimize the number (or fraction) of false discoveries, while maintaining a high true positive rate (i.e., correct discoveries). In this work, we study False Discovery Rate (FDR) control in multiple hypothesis testing under the constraint of differential privacy for the sample. Unlike previous work in this direction, we focus on the online setting, meaning that a decision about each hypothesis must be made immediately after the test is performed, rather than waiting for the output of all tests as in the offline setting. We provide new private algorithms based on state-of-the-art results in non-private online FDR control. Our algorithms have strong provable guarantees for privacy and statistical performance as measured by FDR and power. We also provide experimental results to demonstrate the efficacy of our algorithms in a variety of data environments.