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In particular, in settings 1 and 2, KCIT, GKCM KRR and GKCM RF now perform comparably (for most sample sizes with a small lead for the former)

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The Generalised Kernel Covariance Measure

stat.ML · 2026-04-04 · conditional · novelty 7.0

GKCM generalizes kernel CI testing to arbitrary regression models, provides uniform asymptotic level guarantees under stated conditions, and outperforms state-of-the-art methods in simulations when using tree-based regressors.

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  • The Generalised Kernel Covariance Measure stat.ML · 2026-04-04 · conditional · none · ref 27

    GKCM generalizes kernel CI testing to arbitrary regression models, provides uniform asymptotic level guarantees under stated conditions, and outperforms state-of-the-art methods in simulations when using tree-based regressors.