Regularized $f$-Divergence Kernel Tests

Fuente: arXiv
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Autori principali: Ribero, Mónica, Schrab, Antonin, Gretton, Arthur
Natura: Preprint
Pubblicazione: 2026
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author Ribero, Mónica
Schrab, Antonin
Gretton, Arthur
author_facet Ribero, Mónica
Schrab, Antonin
Gretton, Arthur
contents We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we estimate using kernel methods. The proposed test is adaptive over hyperparameters such as the kernel bandwidth and the regularization parameter. We provide theoretical guarantees for statistical test power across our family of $f$-divergence estimates. While our test covers a variety of $f$-divergences, we bring particular focus to the Hockey-Stick divergence, motivated by its applications to differential privacy auditing and machine unlearning evaluation. For two-sample testing, experiments demonstrate that different $f$-divergences are sensitive to different localized differences, illustrating the importance of leveraging diverse statistics. For machine unlearning, we propose a relative test that distinguishes true unlearning failures from safe distributional variations.
format Preprint
id arxiv_https___arxiv_org_abs_2601_19755
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Regularized $f$-Divergence Kernel Tests
Ribero, Mónica
Schrab, Antonin
Gretton, Arthur
Machine Learning
We propose a framework to construct practical kernel-based two-sample tests from the family of $f$-divergences. The test statistic is computed from the witness function of a regularized variational representation of the divergence, which we estimate using kernel methods. The proposed test is adaptive over hyperparameters such as the kernel bandwidth and the regularization parameter. We provide theoretical guarantees for statistical test power across our family of $f$-divergence estimates. While our test covers a variety of $f$-divergences, we bring particular focus to the Hockey-Stick divergence, motivated by its applications to differential privacy auditing and machine unlearning evaluation. For two-sample testing, experiments demonstrate that different $f$-divergences are sensitive to different localized differences, illustrating the importance of leveraging diverse statistics. For machine unlearning, we propose a relative test that distinguishes true unlearning failures from safe distributional variations.
title Regularized $f$-Divergence Kernel Tests
topic Machine Learning
url https://arxiv.org/abs/2601.19755