We present a novel neural network Maximum Mean Discrepancy (MMD) statistic by identifying a connection between neural tangent kernel (NTK) and MMD statistic. This connection enables us to develop a computationally efficient and memory-efficient approach to compute the MMD statistic and perform neural network based two-sample tests towards addressing the long-standing challenge of memory and computational complexity of the MMD statistic, which is essential for online implementation to assimilate new samples. Theoretically, such a connection allows us to understand the properties of the new test statistic, such as Type-I error and testing power for performing the two-sample test, by leveraging analysis tools for kernel MMD. Numerical experiments on synthetic and real-world datasets validate the theory and demonstrate the effectiveness of the proposed NTK-MMD statistic.
View on arXiv