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The Test of Tests: A Framework For Differentially Private Hypothesis Testing

International Conference on Machine Learning (ICML), 2023
8 February 2023
Zeki Kazan
Kaiyan Shi
Adam Groce
Andrew Bray
ArXiv (abs)PDFHTML
Abstract

We present a generic framework for creating differentially private versions of any hypothesis test in a black-box way. We analyze the resulting tests analytically and experimentally. Most crucially, we show good practical performance for small data sets, showing that at epsilon = 1 we only need 5-6 times as much data as in the fully public setting. We compare our work to the one existing framework of this type, as well as to several individually-designed private hypothesis tests. Our framework is higher power than other generic solutions and at least competitive with (and often better than) individually-designed tests.

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