CMStatistics 2022: Start Registration
View Submission - CMStatistics
Title: Black box tests for algorithmic stability Authors:  Byol Kim - University of Washington (United States) [presenting]
Rina Foygel Barber - University of Chicago (United States)
Abstract: Algorithmic stability is a concept from learning theory that expresses the degree to which changes to the input data (e.g., removal of a single data point) may affect the outputs of a regression algorithm. Knowing an algorithm's stability properties is often useful for many downstream applications; for example, stability is known to lead to desirable generalization properties and predictive inference guarantees. However, many modern algorithms currently used in practice are too complex for a theoretical analysis of their stability properties, and thus we can only attempt to establish these properties through an empirical exploration of the algorithm's behavior on various data sets. We lay out a formal statistical framework for this kind of black box testing without any assumptions on the algorithm or the data distribution, and establish fundamental bounds on the ability of any black box test to identify algorithmic stability.