利用预测分布可显著减少离散分布检验的样本量。
Optimal Algorithms for Augmented Testing of Discrete Distributions
- 基于预测分布自适应调整采样数,精度越高越省样本。
- 在真实数据上表现远超理论最坏情况,实际效果更优。
- 无需预知预测精度,即使预测无效也比传统方法不差。
我们研究离散分布的假设检验问题。在标准模型中,对均匀性测试、身份测试(拟合度)和接近性测试(等价或两样本测试)已有最优样本复杂度结果。本文考虑存在预测分布(来自历史数据或机器学习模型)的情形,证明该预测可降低三类测试的样本需求,降幅与预测与真实分布间的总变差距离成正比。算法能自适应预测精度,无需事先知道预测质量;即使预测无用,其采样量也不超过传统方法。我们给出了下界,表明改进是信息论最优的。实验显示,算法在真实数据上的表现远优于最坏情况保证,验证了其实际有效性。
原文摘要 · Abstract (English)
We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing, identity testing (goodness of fit), and closeness testing (equivalence or two-sample testing). We explore these problems in a setting where a predicted data distribution, possibly derived from historical data or predictive machine learning models, is available. We demonstrate that such a predictor can indeed reduce the number of samples required for all three property testing tasks. The reduction in sample complexity depends directly on the predictor's quality, measured by its total variation distance from $p$. A key advantage of our algorithms is their adaptability to the precision of the prediction. Specifically, our algorithms can self-adjust their sample complexity based on the accuracy of the available prediction, operating without any prior knowledge of the estimation's accuracy (i.e. they are consistent). Additionally, we never use more samples than the standard approaches require, even if the predictions provide no meaningful information (i.e. they are also robust). We provide lower bounds to indicate that the improvements in sample complexity achieved by our algorithms are information-theoretically optimal. Furthermore, experimental results show that the performance of our algorithms on real data significantly exceeds our worst-case guarantees for sample complexity, demonstrating the practicality of our approach.
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