2024/09/10 by Nathaniel Xu, Feng Liu, Xu, Nathaniel +3 · 1 voice · 1 citation
Computer Science · Mathematics · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Neural Networks and Applications #cs.LG #stat.ML
paper · pdf · doi:10.48550/arxiv.2409.06890
openalex publication_date 2024/09/10 · arxiv published 2024/09/10 · openalex created_date 2024/10/22 · arxiv updated 2026/03/19 · openalex updated_date 2026/07/28
Many tools exist to detect dependence between random variables, a core question across a wide range of machine learning, statistical, and scientific endeavors. Although several statistical tests guarantee eventual detection of any dependence with enough samples, standard tests may require an exorbitant amount of samples for detecting subtle dependencies between high-dimensional random variables with complex distributions. In this work, we study two related ways to learn powerful independence tests. First, we show how to construct powerful statistical tests with finite-sample validity by using variational estimators of mutual information, such as the InfoNCE or NWJ estimators. Second, we establish a close connection between these variational mutual information-based tests and tests based on the Hilbert-Schmidt Independence Criterion (HSIC); in particular, learning a variational bound (typically parameterized by a deep network) for mutual information is closely related to learning a kernel for HSIC. Finally, we show how to, rather than selecting a representation to maximize the statistic itself, select a representation which can maximize the power of a test, in either setting; we term the former case a Neural Dependency Statistic (NDS). While HSIC power optimization has been recently considered in the literature, we correct some important misconceptions and expand to considering deep kernels. In our experiments, while all approaches can yield powerful tests with exact level control, optimized HSIC tests generally outperform the other approaches on difficult problems of detecting structured dependence.