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Hypothesis Testing for Generalized Thurstone Models

International Conference on Machine Learning (ICML), 2025
Main:9 Pages
9 Figures
Bibliography:3 Pages
2 Tables
Appendix:23 Pages
Abstract

In this work, we develop a hypothesis testing framework to determine whether pairwise comparison data is generated by an underlying \emph{generalized Thurstone model} TF\mathcal{T}_F for a given choice function FF. While prior work has predominantly focused on parameter estimation and uncertainty quantification for such models, we address the fundamental problem of minimax hypothesis testing for TF\mathcal{T}_F models. We formulate this testing problem by introducing a notion of separation distance between general pairwise comparison models and the class of TF\mathcal{T}_F models. We then derive upper and lower bounds on the critical threshold for testing that depend on the topology of the observation graph. For the special case of complete observation graphs, this threshold scales as Θ((nk)1/2)\Theta((nk)^{-1/2}), where nn is the number of agents and kk is the number of comparisons per pair. Furthermore, we propose a hypothesis test based on our separation distance, construct confidence intervals, establish time-uniform bounds on the probabilities of type I and II errors using reverse martingale techniques, and derive minimax lower bounds using information-theoretic methods. Finally, we validate our results through experiments on synthetic and real-world datasets.

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