arXiv:2607.07085cs.CRcs.DS2026-07

证明了在自适应数据分析中,随机性对防止过拟合是必需的。

Is Randomness Necessary for Adaptive Data Analysis?

  • 提出信息论框架下无随机性机制的失败上限
  • 确定性机制在约 n 个查询后必然失效
  • 解答了十年未解的核心理论问题,适合理论研究者

自适应数据分析(ADA)形式化了数据重复使用时防止虚假发现和过拟合的挑战。给定来自未知分布 P 的 n 个独立同分布样本,目标是回答一系列由用户自适应选择的 k 个统计查询。核心问题是:在给定样本数 n 时,最多能支持多少查询(即最大可实现的 k)。对于随机机制,已有高效方法支持约 n² 个查询,且任何高效机制无法处理远超 n² 的查询。本文解决一个根本问题:随机性在 ADA 中是否必要?尽管已知当分析者计算能力受限时随机性非必需,但对计算无界分析者的必要性仍不清楚。本文在信息论框架下证明:当分析者无限制时,任何确定性机制都将在约 Õ(n) 次查询后被攻破,因此随机性对回答非平凡数量的自适应查询是严格必要的。

原文摘要 · Abstract (English)

The Adaptive Data Analysis (ADA) problem formalizes the challenge of preventing false discovery and overfitting when a dataset is repeatedly reused. Formally, our input is a dataset containing $n$ i.i.d.\ samples from an unknown distribution $P$ over a domain $X$, and our goal is to answer a sequence of $k$ adaptively chosen statistical queries with respect to $P$. The main question is how many queries we can support (i.e., how large $k$ can be), primarily as a function of the number of samples $n$. This question has been intensively studied and is relatively well-understood for randomized mechanisms: there are computationally efficient mechanisms that support $k \approx n^2$ queries, and no computationally efficient mechanism can answer $k \gg n^2$ queries. In this paper, we address a fundamental question: is randomness necessary for ADA? Despite a decade of work on ADA, this question remains open. A folklore observation dating back to the initial works on ADA is that randomness is {\em not} necessary when the analyst is computationally bounded. Yet, the necessity of randomness against computationally unbounded analysts has remained elusive. Our main contribution resolves this gap in the information-theoretic setting. Perhaps surprisingly, we show that randomness is strictly necessary to answer a non-trivial number of adaptive queries: when the analyst is unbounded, any deterministic mechanism can be forced to fail after just $k = \tilde{O}(n)$ queries.

自适应分析随机性信息论

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