Classifier two-sample test (C2ST)

Trains a logistic-regression classifier to distinguish samples in x from samples in y using cross-validation. A test accuracy near 0.5 means the two sample sets are indistinguishable (good); near 1.0 means they differ. This is the standard SBI metric for comparing an estimated posterior to a reference (e.g. an analytic posterior or long-run MCMC draws).

Usage

c2st(x, y, n_folds = 5L, seed = NULL)

Arguments

x, y

Matrices of samples (rows = draws, cols = dimensions).

n_folds

Number of cross-validation folds.

seed

Optional seed.

Value

A list with mean CV accuracy and per-fold accuracies.