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arXiv 1903.00534cs.CRcs.LGstat.ML
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改进的差分方差分析

Improved Differentially Private Analysis of Variance

Reed College(里德学院)

Marika Swanberg, Ira Globus-Harris, Iris Griffith, Anna Ritz, Adam Groce, Andrew Bray

摘要:

假设检验是最常见的数据分析类型之一,是许多学科科学研究的支柱。方差分析(ANOVA)特别用于检测分类变量和数值变量之间的相关性。在这里,我们将展示如何在差分隐私的限制下进行假设检验。我们发现,$F$ -统计量,在公共设置的最佳测试统计量,不再是最佳的私人设置,我们开发了一个新的测试统计量$F_1$具有更高的统计能力。我们将展示如何严格计算参考分布的$F_1$统计,并给出一个算法,输出准确的$p$值。我们实施我们的测试和实验优化几个参数。然后,我们将我们的测试与之前唯一的关于私人ANOVA测试的工作进行比较,使用与该工作相同的效应量。我们看到了一个数量级的改进,我们的测试只需要7%的数据来检测效果。

英文摘要:

Hypothesis testing is one of the most common types of data analysis and forms the backbone of scientific research in many disciplines. Analysis of variance (ANOVA) in particular is used to detect dependence between a categorical and a numerical variable. Here we show how one can carry out this hypothesis test under the restrictions of differential privacy. We show that the $F$-statistic, the optimal test statistic in the public setting, is no longer optimal in the private setting, and we develop a new test statistic $F_1$ with much higher statistical power. We show how to rigorously compute a reference distribution for the $F_1$ statistic and give an algorithm that outputs accurate $p$-values. We implement our test and experimentally optimize several parameters. We then compare our test to the only previous work on private ANOVA testing, using the same effect size as that work. We see an order of magnitude improvement, with our test requiring only 7% as much data to detect the effect.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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