arXiv:2411.04216stat.MLcs.LG2024-11NeurIPS被引 5

提出新方法减轻生成模型数据偏差,提升统计推断可靠性。

Debiasing Synthetic Data Generated by Deep Generative Models

  • 基于去偏机器学习思想,针对特定分析任务修正生成数据偏差
  • 使估计量收敛速度接近标准1/√n,恢复统计推断有效性
  • 适用于需高精度推断的场景,如医学、金融数据分析

合成数据在保护隐私方面潜力巨大,但其统计分析面临严峻挑战。使用深度生成模型(DGMs)生成的数据常引入显著偏差与不精确性,导致分析结果的推断效用低于原始数据。这种偏差可能严重阻碍统计收敛速率,即使在均值计算等简单分析中也表现为标准误随样本量缩小的速度慢于典型的1/√n。这使得p值和置信区间的计算复杂化,且目前尚无直接解决方案。为此,我们提出一种新策略,专门针对由DGM生成的数据进行特定分析。借鉴去偏与目标导向机器学习的思想,该方法可校正偏差、提升收敛速度,并实现大样本方差易于近似的估计量。通过玩具数据的模拟研究及两个真实数据案例,验证了为特定分析任务定制DGM的重要性。该去偏策略有助于提升合成数据在统计推断中的可靠性与适用性。

原文摘要 · Abstract (English)

While synthetic data hold great promise for privacy protection, their statistical analysis poses significant challenges that necessitate innovative solutions. The use of deep generative models (DGMs) for synthetic data generation is known to induce considerable bias and imprecision into synthetic data analyses, compromising their inferential utility as opposed to original data analyses. This bias and uncertainty can be substantial enough to impede statistical convergence rates, even in seemingly straightforward analyses like mean calculation. The standard errors of such estimators then exhibit slower shrinkage with sample size than the typical 1 over root-$n$ rate. This complicates fundamental calculations like p-values and confidence intervals, with no straightforward remedy currently available. In response to these challenges, we propose a new strategy that targets synthetic data created by DGMs for specific data analyses. Drawing insights from debiased and targeted machine learning, our approach accounts for biases, enhances convergence rates, and facilitates the calculation of estimators with easily approximated large sample variances. We exemplify our proposal through a simulation study on toy data and two case studies on real-world data, highlighting the importance of tailoring DGMs for targeted data analysis. This debiasing strategy contributes to advancing the reliability and applicability of synthetic data in statistical inference.

合成数据去偏统计推断生成模型

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