Efficient Adaptive Data Analysis over Dense Distributions

TL;DR

This paper introduces a computationally efficient adaptive data analysis mechanism that achieves optimal sample complexity for dense data distributions, bridging the gap between efficiency and statistical optimality.

Contribution

It identifies conditions under which both efficiency and optimal sample complexity are achievable and proposes a new ADA mechanism for dense distributions.

Findings

Achieves O(log T) sample complexity for dense distributions.

Provides a sample-efficient statistical query oracle.

Connects adaptive data analysis with privacy notions beyond differential privacy.

Abstract

Modern data workflows are inherently adaptive, repeatedly querying the same dataset to refine and validate sequential decisions, but such adaptivity can lead to overfitting and invalid statistical inference. Adaptive Data Analysis (ADA) mechanisms address this challenge; however, there is a fundamental tension between computational efficiency and sample complexity. For $T$ rounds of adaptive analysis, computationally efficient algorithms typically incur suboptimal $O(\sqrt{T})$ sample complexity, whereas statistically optimal $O(\log T)$ algorithms are computationally intractable under standard cryptographic assumptions. In this work, we shed light on this trade-off by identifying a natural class of data distributions under which both computational efficiency and optimal sample complexity are achievable. We propose a computationally efficient ADA mechanism that attains optimal $O(\log T)$ sample complexity when the data distribution is dense with respect to a known prior. This setting includes, in particular, feature--label data distributions arising in distribution-specific learning. As a consequence, our mechanism also yields a sample-efficient (i.e., $O(\log T)$ samples) statistical query oracle in the distribution-specific setting. Moreover, although our algorithm is not based on differential privacy, it satisfies a relaxed privacy notion known as Predicate Singling Out (PSO) security (Cohen and Nissim, 2020). Our results thus reveal an inherent connection between adaptive data analysis and privacy beyond differential privacy.