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A Linear-Time Kernel Goodness-of-Fit Test

NeurIPS 2017 · Learning theory and algorithms › Kernels and regression theory · approach: Kernel two-sample testing

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Optimize test locations and Gaussian kernel bandwidth instead of using random locations and the median heuristic (ablation)FSSD · Gaussian vs. Laplacetest powerHelped
Use optimized FSSD features instead of the median-heuristic LKS testGoodness-of-fit tests · Gaussian vs. Laplacetest powerHelped
Use optimized FSSD features instead of random features (ablation)FSSD · RBM, d=50 and d_h=40test powerHelped
Use FSSD-opt instead of MMD-opt or ME-optGoodness-of-fit testing · RBM, d=50 and d_h=40test powerHelped
Use FSSD-opt instead of MMD-opt or ME-optGoodness-of-fit testing · RBM with only B_1,1 perturbedtest powerHelped
Use FSSD-opt instead of quadratic-time KSDGoodness-of-fit testing · RBM with only B_1,1 perturbedruntimeHelped
Use random FSSD locations instead of optimized locations (ablation)FSSD · RBM, d=50 and d_h=10test powerNo clear effect
Increase the number of test locations J (ablation)FSSD-opt · Gaussian vs. Gaussian mixture modeltest powerMixed
Increase the number of test locations J (ablation)FSSD-opt · Gaussian variance differencetest powerHelped
Increase the number of test locations J (ablation)FSSD-rand · Gaussian variance differencetest powerHurt
Use FSSD with random or optimized locations while the null hypothesis holds (ablation)FSSD · Same Gaussian, p=qfalse rejection rateNo clear effect

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