Statistical Energy (Szekely & Rizzo, 2013 or Aslan & Zech, 2005) can be used as a statistical test of whether two distributions are the same or different. It works particularly well on high dimensional datasets where other methods like the Kolmogorov–Smirnov test fail. It seems to me that this would be a good way of evaluating whether samples generated using Generative Adversarial Networks or Variational Autoencoders have similar statistical distributions to training or validation datasets. This may not be a replacement for conventional loss functions but could be a good single metric for monitoring training progress.
Is anyone doing this? If not, are there reasons this is a bad idea?
References:
Aslan, B., and Gunter Zech. "Statistical energy as a tool for binning-free, multivariate goodness-of-fit tests, two-sample comparison and unfolding." Nuclear Instruments and Methods in Physics Research Section A: Accelerators, Spectrometers, Detectors and Associated Equipment 537.3 (2005): 626-636.
Székely, Gábor J., and Maria L. Rizzo. "Energy statistics: A class of statistics based on distances." Journal of statistical planning and inference 143.8 (2013): 1249-1272.