• “Three Subtle Examples of Data Leakage” by abstractapplic

  • Oct 3 2024
  • Length: 8 mins
  • Podcast

“Three Subtle Examples of Data Leakage” by abstractapplic

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  • Summary

  • This is a description of my work on some data science projects, lightly obfuscated and fictionalized to protect the confidentiality of the organizations I handled them for (and also to make it flow better). I focus on the high-level epistemic/mathematical issues, and the lived experience of working on intellectual problems, but gloss over the timelines and implementation details.

    The Upper Bound

    One time, I was working for a company which wanted to win some first-place sealed-bid auctions in a market they were thinking of joining, and asked me to model the price-to-beat in those auctions. There was a twist: they were aiming for the low end of the market, and didn't care about lots being sold for more than $1000.

    "Okay," I told them. "I'll filter out everything with a price above $1000 before building any models or calculating any performance metrics!"

    They approved of this, and told me [...]

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    Outline:

    (00:27) The Upper Bound

    (02:58) The Time-Travelling Convention

    (05:56) The Tobit Problem

    (06:30) My Takeaways

    The original text contained 3 footnotes which were omitted from this narration.

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    First published:
    October 1st, 2024

    Source:
    https://www.lesswrong.com/posts/rzyHbLZHuqHq6KM65/three-subtle-examples-of-data-leakage

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    Narrated by TYPE III AUDIO.
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Philosophy Social Sciences
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