Revisiting Classifier Two-Sample Tests
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Cited by 32 in Diffusion models, but placed by its own abstract, which didn’t fit.
Abstract (arXiv)
The goal of two-sample tests is to assess whether two samples, SP ~ Pn and SQ ~ Qm, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary classifiers. In particular, construct a dataset by pairing the n examples in SP with a positive label, and by pairing the m examples in SQ with a negative label. If the null hypothesis "P = Q" is true, then the classification accuracy of a binary classifier on a held-out subset of this dataset should remain near chance-level. As we will show, such Classifier Two-Sample Tests (C2ST) learn a suitable representation of the data on the fly, return test statistics in interpretable units, have a simple null distribution, and their predictive uncertainty allow to interpret where P and Q differ. The goal of this paper is to establish the properties, performance, and uses of C2ST. First, we analyze their main theoretical properties. Second, we compare their performance against a variety of state-of-the-art alternatives. Third, we propose their use to evaluate the sample quality of generative models with intractable likelihoods, such as Generative Adversarial Networks (GANs). Fourth, we showcase the novel application of GANs together with C2ST for causal discovery.
Key facts. Cited by 268 papers in the map (data through 14 Oct 2026). First posted on arXiv 20 Oct 2016.
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Citing papers per year: 2021: 32; 2022: 27; 2023: 44; 2024: 35; 2025: 52; 2026: 78.
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