# NIPS-2017 Best paper “Explainability was one of the major reasons the paper was given the award”

Congratulations to Arthur GRETTON from the Gatsby Computational Neuroscience Unit at the University College London an his team. Their paper titled **“A Linear-Time Kernel Goodness-of-Fit Test”** authored by Wittawat JITKRITTUM, Wenkai XU, Zoltan SZABO, Kenji FUKUMIZU and Arthur GRETTON won the prestigous NIPS 2017 best paper award. In the interview by Sam Charringtion from TWiML&AI, the authors of the NIPS 2017 best paper said at 14:10 in the following video that *” … explainability was one of the reasons that the paper was given the award …”,* listen here:

Here is the original talk:

Live from NIPS 2017, presentations from the Algorithms session:• A Linear-Time Kernel Goodness-of-Fit Test• Generalization Properties of Learning with Random Features• Communication-Efficient Distributed Learning of Discrete Distributions• Optimistic posterior sampling for reinforcement learning: worst-case regret bounds• Regret Analysis for Continuous Dueling Bandit• Minimal Exploration in Structured Stochastic Bandits• Fast Rates for Bandit Optimization with Upper-Confidence Frank-Wolfe• Diving into the shallows: a computational perspective on large-scale shallow learning• Monte-Carlo Tree Search by Best Arm Identification• A framework for Multi-A(rmed)/B(andit) Testing with Online FDR Control• Parameter-Free Online Learning via Model Selection• Bregman Divergence for Stochastic Variance Reduction: Saddle-Point and Adversarial Prediction• Gaussian Quadrature for Kernel FeaturesLearning Linear Dynamical Systems via Spectral Filtering

Posted by Neural Information Processing Systems on Dienstag, 5. Dezember 2017

http://papers.nips.cc/paper/6630-a-linear-time-kernel-goodness-of-fit-test

In their paper the authors propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. They learn the test features, which best indicates the differences between the **observed samples** and **a reference model,** by means of minimizing the false negative rate. These features are constructed via the Stein’s method, i.e. that it is not necessary to compute the normalising constant of the model. They further analyse the asymptotic Bahadur efficiency of the new test, and prove that under a mean-shift alternative, the test always has greater relative efficiency than a previous linear-time kernel test, regardless of the choice of parameters for that particular test. In experiments, the performance of their method exceeds that of the earlier linear-time test, and matches or exceeds the power of a quadratic-time kernel test. In high dimensions and where model structure may be exploited, this new goodness of fit test performs far better than a quadratic-time two-sample test based on the Maximum Mean Discrepancy, with samples drawn from the model.

The original paper can be downloaded via the NIPS pages:

https://nips.cc/Conferences/2017/Schedule?showEvent=8823

The paper is also available at arXiv:

Jitkrittum, W., Xu, W., Szabo, Z., Fukumizu, K. & Gretton, A. 2017. A Linear-Time Kernel Goodness-of-Fit Test. arXiv preprint arXiv:1705.07673.