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arXiv 1909.11298stat.MLcs.LGmath.STstat.TH
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基于神经网络的分类Logit双样本检验

Classification Logit Two-sample Testing by Neural Networks

Duke University(杜克大学);University of California at San Diego(加州大学圣地亚哥分校);Halicioğlu Data Science Institute(哈利西奥卢数据科学研究所)

Xiuyuan Cheng, Alexander Cloninger

摘要:

最近生成对抗网络和变分学习的成功表明,训练分类器网络可以很好地解决经典的双样本问题。基于网络的测试具有算法可扩展到大样本的计算优势。本文提出了一种双样本统计量,这是由训练好的分类神经网络提供的logit函数的差异,评估两个数据集的测试集分裂。在理论上,我们证明了在网络充分参数化的情况下,区分两个次指数密度的检验能力。当这两个密度位于或接近嵌入在可能的高维空间中的低维流形时,所需的网络复杂性被降低到仅与固有维数成比例。近似和估计误差分析都是基于近流形积分近似的一个新结果。在实验中,所提出的方法表现出更好的性能比以前的基于网络的测试使用分类精度作为两个样本的统计量,并比较有利的合成数据集和手写数字数据集的某些内核最大均值差异测试。

英文摘要:

The recent success of generative adversarial networks and variational learning suggests training a classifier network may work well in addressing the classical two-sample problem. Network-based tests have the computational advantage that the algorithm scales to large samples. This paper proposes a two-sample statistic which is the difference of the logit function, provided by a trained classification neural network, evaluated on the testing set split of the two datasets. Theoretically, we prove the testing power to differentiate two sub-exponential densities given that the network is sufficiently parametrized. When the two densities lie on or near to low-dimensional manifolds embedded in possibly high-dimensional space, the needed network complexity is reduced to only scale with the intrinsic dimensionality. Both the approximation and estimation error analysis are based on a new result of near-manifold integral approximation. In experiments, the proposed method demonstrates better performance than previous network-based tests using classification accuracy as the two-sample statistic, and compares favorably to certain kernel maximum mean discrepancy tests on synthetic datasets and hand-written digit datasets.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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