A Kernel Stein Test of Goodness of Fit for Sequential Models

Authors: Jerome Baum, Heishiro Kanagawa, Arthur Gretton

ICML 2023 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Our test is shown to perform well in practice on discrete sequential data benchmarks.
Researcher Affiliation Academia 1Department of Computer Science, University College London, UK 2Gatsby Computational Neuroscience Unit, UCL 3School of Mathematics, Statistics and Physics, Newcastle University, UK.
Pseudocode Yes Algorithm 1 Parametric bootstrap test ... Algorithm 2 Wild bootstrap test
Open Source Code Yes The code is available at https://github.com/test-for-sequential-models/code
Open Datasets No The paper describes generating synthetic data for its experiments based on various models (e.g., Markov chains, random walks), but it does not specify public datasets or provide access information (links, DOIs, or citations) for pre-existing public datasets used for training.
Dataset Splits No The paper performs goodness-of-fit tests on generated samples. It does not mention train/validation/test splits or specific percentages/counts for data partitioning in the context of model training and evaluation.
Hardware Specification No The paper does not provide specific details about the hardware used to run the experiments, such as GPU/CPU models, memory, or cloud computing instances.
Software Dependencies No The paper does not provide specific version numbers for any software dependencies or libraries used in the experiments.
Experiment Setup Yes For the KSD test we use the J-location modification neighborhood (6) with J = ; i.e., we allow edits anywhere in the sequence. ... We choose S = {0, . . . , m 1} for our alphabet, with m = 8. ... The chain terminates with probability 1/20 after each step. ... For the KSD, we use the ZS and ZS configurations as in Section 4.2 with J = 1. We choose sparse, point-dependent insertion and substitution neighborhoods; we use 16 high-probability tokens for a given context.