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

Code

• github.com/diff-priv-ht/test-of-tests
  OfficialIn papernone★ 5
• github.com/antoninschrab/dpkernel-paper
  jax★ 1

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.

Reproductions