antoninschrab/mmdfuse
MMD-FUSE package implementing the MMD-FUSE test proposed in MMD-FUSE: Learning and Combining Kernels for Two-Sample Testing Without Data Splitting by Biggs, Schrab, and Gretton: https://arxiv.org/abs/2306.08777
This package helps machine learning researchers or statisticians determine if two sets of data samples come from the same underlying distribution. You input two arrays of data, and it outputs a 0 if the distributions are considered the same, or a 1 if they are different, along with an optional p-value. This is useful for validating models or comparing datasets without needing to split your data.
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Use this if you need to quickly and reliably compare two datasets to see if they originate from the same statistical process, especially when data splitting is not ideal.
Not ideal if you are not comfortable working with Python code and installing packages from GitHub, or if you don't have access to a GPU for faster processing of large datasets.
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Python
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MIT
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Last pushed
May 31, 2024
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