Robust Kernel Hypothesis Testing under Data Corruption
TL;DR: We propose a procedure to construct tests robust to data corruption with applications to MMD two-sample and HSIC independence testing.
Abstract: We propose a general method for constructing robust permutation tests under data corruption. The proposed tests effectively control the non-asymptotic type I error under data corruption, and we prove their consistency in power under minimal conditions. This contributes to the practical deployment of hypothesis tests for real-world applications with potential adversarial attacks. For the two-sample and independence settings, we show that our kernel robust tests are minimax optimal, in the sense that they are guaranteed to be non-asymptotically powerful against alternatives uniformly separated from the null in the kernel MMD and HSIC metrics at some optimal rate (tight with matching lower bound). We point out that existing differentially private tests can be adapted to be robust to data corruption, and we demonstrate in experiments that our proposed tests achieve much higher power than these private tests. Finally, we provide publicly available implementations and empirically illustrate the practicality of our robust tests.
Submission Number: 885
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