# Generalization for Adaptively-chosen Estimators via Stable Median

arXiv: https://arxiv.org/abs/1706.05069 · HTML: https://mlsanity.com/paper/1706.05069/

## Key facts

- Cited by 26 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Jun 2017.

## Built on by (most cited first, 26 of 26)

- [Unlocking High-Accuracy Differentially Private Image Classification through Scale](https://mlsanity.com/paper/2204.13650/) (2022)
- [Privacy Auditing with One (1) Training Run](https://mlsanity.com/paper/2305.08846/) (2023)
- [Information-Theoretic Generalization Bounds for Stochastic Gradient Descent](https://mlsanity.com/paper/2102.00931/) (2021)
- [Learning with User-Level Privacy](https://mlsanity.com/paper/2102.11845/) (2021)
- [Private Prediction Sets](https://mlsanity.com/paper/2102.06202/) (2021)
- [A Bias-Accuracy-Privacy Trilemma for Statistical Estimation](https://mlsanity.com/paper/2301.13334/) (2023)
- [Federated Linear Contextual Bandits with User-level Differential Privacy](https://mlsanity.com/paper/2306.05275/) (2023)
- [On Differential Privacy and Adaptive Data Analysis with Bounded Space](https://mlsanity.com/paper/2302.05707/) (2023)
- [Subsampling Suffices for Adaptive Data Analysis](https://mlsanity.com/paper/2302.08661/) (2023)
- [Generalization in the Face of Adaptivity: A Bayesian Perspective](https://mlsanity.com/paper/2106.10761/) (2021)
- [A unifying framework for differentially private quantum algorithms](https://mlsanity.com/paper/2307.04733/) (2023)
- [Unbounded Differentially Private Quantile and Maximum Estimation](https://mlsanity.com/paper/2305.01177/) (2023)
- [Public-data Assisted Private Stochastic Optimization: Power and Limitations](https://mlsanity.com/paper/2403.03856/) (2024)
- [On the Robustness of CountSketch to Adaptive Inputs](https://mlsanity.com/paper/2202.13736/) (2022)
- [Continual Mean Estimation Under User-Level Privacy](https://mlsanity.com/paper/2212.09980/) (2022)
- [A Polynomial Time, Pure Differentially Private Estimator for Binary Product Distributions](https://mlsanity.com/paper/2304.06787/) (2023)
- [Adaptive Data Analysis in a Balanced Adversarial Model](https://mlsanity.com/paper/2305.15452/) (2023)
- [Fingerprinting Codes Meet Geometry: Improved Lower Bounds for Private Query Release and Adaptive Data Analysis](https://mlsanity.com/paper/2412.14396/) (2024)
- [Tight Bounds for Answering Adaptively Chosen Concentrated Queries](https://mlsanity.com/paper/2507.13700/) (2025)
- [Private Realizable-to-Agnostic Transformation with Near-Optimal Sample Complexity](https://mlsanity.com/paper/2510.01291/) (2025)
- [Sequential algorithmic modification with test data reuse](https://mlsanity.com/paper/2203.11377/) (2022)
- [Verification of Neural Networks Local Differential Classification Privacy](https://mlsanity.com/paper/2310.20299/) (2023)
- [Adversarially Robust Distributed Count Tracking via Partial Differential Privacy](https://mlsanity.com/paper/2311.00346/) (2023)
- [Predicting adaptively chosen observables in quantum systems](https://mlsanity.com/paper/2410.15501/) (2024)
- [Efficient Adaptive Data Analysis over Dense Distributions](https://mlsanity.com/paper/2602.07732/) (2026)
- [Is Randomness Necessary for Adaptive Data Analysis?](https://mlsanity.com/paper/2607.07085/) (2026)

## Abstract (arXiv)

Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these dependencies and little is known about how to provably avoid overfitting and false discovery in the adaptive setting. We consider a natural formalization of this problem in which the goal is to design an algorithm that, given a limited number of i.i.d.~samples from an unknown distribution, can answer adaptively-chosen queries about that distribution. We present an algorithm that estimates the expectations of k arbitrary adaptively-chosen real-valued estimators using a number of samples that scales as √k. The answers given by our algorithm are essentially as accurate as if fresh samples were used to evaluate each estimator. In contrast, prior work yields error guarantees that scale with the worst-case sensitivity of each estimator. We also give a version of our algorithm that can be used to verify answers to such queries where the sample complexity depends logarithmically on the number of queries k (as in the reusable holdout technique). Our algorithm is based on a simple approximate median algorithm that satisfies the strong stability guarantees of differential privacy. Our techniques provide a new approach for analyzing the generalization guarantees of differentially private algorithms.
