Learning and Adaptive Data Analysis via Maximal Leakage There has been growing interest in studying connections between generalization error of learning algorithms and information measures. In this work, we generalize a result that employs the maximal leakage, a measure of leakage of information, and explore how this bound can be applied in different scenarios. The main application can be found in bounding the generalization error. Rather than analyzing the expected error, we provide a concentration inequality. In this work, we do not require the assumption of sigma sub gaussianity and show how our results can be used to retrieve a generalization of the classical bounds in adaptive scenarios (e.g., McDiarmidxe2x80x99s inequality for cxe2x80x93sensitive functions, false discovery error control via significance level, etc.

A Rademacher Complexity Based Method for Controlling Power and Confidence Level in Adaptive Statistical Analysis While standard statistical inference techniques and machine learning generalization bounds assume that tests are run on data selected independently of the hypotheses, practical data analysis and machine learning are usually iterative and adaptive processes where the same holdout data is often used for testing a sequence of hypotheses (or models), which may each depend on the outcome of the previous tests on the same data. In this work, we present RADABOUND a rigorous, efficient and practical procedure for controlling the generalization error when using a holdout sample for multiple adaptive testing. Our solution is based on a new application of the Rademacher Complexity generalization bounds, adapted to dependent tests. We demonstrate the statistical power and practicality of our method through extensive simulations and comparisons to alternative approaches. In particular, we show that our rigorous solution is a substantially more powerful and efficient than the differential privacy based approach proposed in Dwork et al. 1xe2x80x933.