Approximate Hypothesis Testing
Résumé
We establish the sample complexity of Approximate
Hypothesis Testing (AHT) where—unlike in classical hypothesis
testing—we need only approximate the hypothesis governing the
observed samples rather than recover it exactly.
We show that the AHT sample complexity scales inversely with
the multivariate Bhatthacharyya distance evaluated on a “maximally confusable” subset of hypotheses that is characterized by
the chosen distance measure and approximation accuracy.
Index terms—hypothesis testing, sample complexity, learning,
Bhattacharyya distance, Hellinger distance.
Origine | Fichiers produits par l'(les) auteur(s) |
---|---|
licence |