Title
Interpretable Distribution Features with Maximum Testing Power.
Abstract
Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the distinguishability of the distributions, by optimizing a lower bound on test power for a statistical test using these features. The result is a parsimonious and interpretable indication of how and where two distributions differ locally. We show that the empirical estimate of the test power criterion converges with increasing sample size, ensuring the quality of the returned features. In real-world benchmarks on high-dimensional text and image data, linear-time tests using the proposed semimetrics achieve comparable performance to the state-of-the-art quadratic-time maximum mean discrepancy test, while returning human-interpretable features that explain the test results.
Year
Venue
DocType
2016
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 29 (NIPS 2016)
Conference
Volume
ISSN
Citations 
29
1049-5258
10
PageRank 
References 
Authors
0.57
13
4
Name
Order
Citations
PageRank
Wittawat Jitkrittum1445.36
Zoltán Szabó2809.15
Kacper Chwialkowski3503.68
Arthur Gretton43638226.18