Skip to yearly menu bar Skip to main content


Spotlight

A Kernel Statistical Test of Independence

Arthur Gretton · Kenji Fukumizu · Choon Hui Teo · Le Song · Bernhard Schölkopf · Alexander Smola

[ ] [ Visit Spotlights ]

Abstract:

Whereas kernel measures of independence have been widely applied in machine learning (notably in kernel ICA), there is as yet no method to determine whether they have detected statistically significant dependence. We provide a novel test of the independence hypothesis for one particular kernel independence measure, the Hilbert-Schmidt independence criterion (HSIC). The resulting test costs O(m^2), where m is the sample size. We demonstrate that this test outperforms established contingency table-based tests. Finally, we show the HSIC test also applies to text (and to structured data more generally), for which no other independence test presently exists.

Chat is not available.