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P Value
• Assume Gaussian
distribution of values
(for null hypothesis).
• If observed value is in
orange region, this can
happen by chance with
probability, p < 0.05
• Consider effect
“significant”.
Many Assumptions
• Is the distribution nicely bell-shaped?
• Did we test only once?
p-Hacking
• Multiple hypothesis testing
• For a given single hypothesis, a p-value of 0.05
says that there is only a 5% probability of
observing values by chance, without the
hypothesis being true.
• What if you test 100 independent hypotheses?
• One gene chip can have 20,000 genes.
Unreported Failures
• Independent hypotheses, tested in parallel, can have
statistics developed to correct for multiple tests.
• What about sequential hypotheses, each slightly
different from the previous?
• E.g. a pharma company develops dozens of drug
candidates, and tests them independently.
– Most fail, a few succeed.
Exploratory Analysis
• What if you devised your hypothesis to
fit the observed data?
• Often, exploration is the first phase
of data analysis.
• Separate exploratory (training) data from test
data on which evaluation is reported.
Algorithmic Fairness
• Humans have many biases.
– No human is perfectly fair, even with the best of intentions.
• Biases in algorithms usually easier to measure, even
if outcome is no fairer.
• Mathematical definitions of fairness can be applied,
proving fairness, at least within the scope of the
assumptions.
Attributions
Cartoon by Scott Hampson is licensed CC BY-NC-ND
Headline from Wall Street Journal Blog is reproduced as Fair Use.
Staples company logo is reproduced as Fair Use.
All other graphics are the creation of the author.

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Lecture Slides.pdf

  • 1. P Value • Assume Gaussian distribution of values (for null hypothesis). • If observed value is in orange region, this can happen by chance with probability, p < 0.05 • Consider effect “significant”.
  • 2. Many Assumptions • Is the distribution nicely bell-shaped? • Did we test only once?
  • 3. p-Hacking • Multiple hypothesis testing • For a given single hypothesis, a p-value of 0.05 says that there is only a 5% probability of observing values by chance, without the hypothesis being true. • What if you test 100 independent hypotheses? • One gene chip can have 20,000 genes.
  • 4. Unreported Failures • Independent hypotheses, tested in parallel, can have statistics developed to correct for multiple tests. • What about sequential hypotheses, each slightly different from the previous? • E.g. a pharma company develops dozens of drug candidates, and tests them independently. – Most fail, a few succeed.
  • 5. Exploratory Analysis • What if you devised your hypothesis to fit the observed data? • Often, exploration is the first phase of data analysis. • Separate exploratory (training) data from test data on which evaluation is reported.
  • 6. Algorithmic Fairness • Humans have many biases. – No human is perfectly fair, even with the best of intentions. • Biases in algorithms usually easier to measure, even if outcome is no fairer. • Mathematical definitions of fairness can be applied, proving fairness, at least within the scope of the assumptions.
  • 7. Attributions Cartoon by Scott Hampson is licensed CC BY-NC-ND Headline from Wall Street Journal Blog is reproduced as Fair Use. Staples company logo is reproduced as Fair Use. All other graphics are the creation of the author.