Unverified50% confidenceFactExact time
For conditional distribution equality testing in high-dimensional conditional variable settings, the test statistics of traditional kernel-based methods (conditional two-sample tests and joint two-sample tests) converge dramatically more slowly as the dimension increases, making it nearly impossible to detect true differences in finite samples.
1
Sources
50%
Confidence
Long-term
Relevance
10/15/2026
First Seen
Sources
Related Entities
Related Claims
UnverifiedMany kernel-based tests require the conditional distribution estimate to achieve a specific convergence rate (such as n^{-β}) to guarantee test power, and this rate is often difficult to satisfy in high dimensions.78% similarVerified若用含测试集的全量数据计算均值和标准差,会导致预处理泄漏,使评估指标虚高,无法真实反映模型泛化能力76% similarVerifiedThe double descent phenomenon indicates that when the number of model parameters far exceeds the amount of data, the test error may actually decrease again.75% similarUnverifiedLLM evaluation requires finding a balance between tests that are too loose (letting real issues pass) and tests that are too strict (generating large numbers of false positives), and thresholds often need to be calibrated through experimentation.74% similarUnverifiedTesting that relies on a single benchmark or a single dimension is likely to overestimate model reliability in production environments, and multi-dimensional evaluation oriented toward distribution shift should become standard practice.73% similar
Cite This Claim
Stable URI
https://kongchang.com/claim/1032912API
curl https://kongchang.com/api/v1/knowledge/claims/1032912MCP
get_claim(id=1032912)