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Related papers: Significance Tests for Neural Networks

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An exciting recent development is the uptake of deep neural networks in many scientific fields, where the main objective is outcome prediction with the black-box nature. Significance testing is promising to address the black-box issue and…

Machine Learning · Statistics 2022-06-22 Ben Dai , Xiaotong Shen , Wei Pan

Practitioners use feature importance to rank and eliminate weak predictors during model development in an effort to simplify models and improve generality. Unfortunately, they also routinely conflate such feature importance measures with…

Machine Learning · Computer Science 2020-06-09 Terence Parr , James D. Wilson , Jeff Hamrick

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

Neural networks are powerful predictive models, but they provide little insight into the nature of relationships between predictors and outcomes. Although numerous methods have been proposed to quantify the relative contributions of input…

Methodology · Statistics 2023-01-30 Francesca Mandel , Ian Barnett

We develop a simple and computationally efficient significance test for the features of a machine learning model. Our forward-selection approach applies to any model specification, learning task and variable type. The test is…

Machine Learning · Statistics 2019-10-15 Enguerrand Horel , Kay Giesecke

We consider testing the significance of a subset of covariates in a nonparametric regression. These covariates can be continuous and/or discrete. We propose a new kernel-based test that smoothes only over the covariates appearing under the…

Statistics Theory · Mathematics 2014-03-28 Pascal Lavergne , Samuel Maistre , Valentin Patilea

Decision trees and their ensembles are endowed with a rich set of diagnostic tools for ranking and screening variables in a predictive model. Despite the widespread use of tree based variable importance measures, pinning down their…

Machine Learning · Statistics 2020-12-14 Jason M. Klusowski , Peter M. Tian

Significance testing aims to determine whether a proposition about the population distribution is the truth or not given observations. However, traditional significance testing often needs to derive the distribution of the testing…

Machine Learning · Statistics 2024-01-25 Zehua Liu , Zimeng Li , Jingyuan Wang , Yue He

Using a statistical model-based data generation, we develop an experimental setup for the evaluation of neural networks (NNs). The setup helps to benchmark a set of NNs vis-a-vis minimum-mean-square-error (MMSE) performance bounds. This…

Machine Learning · Computer Science 2020-11-19 Sandipan Das , Prakash B. Gohain , Alireza M. Javid , Yonina C. Eldar , Saikat Chatterjee

A common problem in machine learning is determining if a variable significantly contributes to a model's prediction performance. This problem is aggravated for datasets, such as gene expression datasets, that suffer the worst case of…

Methodology · Statistics 2023-10-13 Yue Wu , Ted Spaide , Kenji Nakamichi , Russell Van Gelder , Aaron Lee

We consider a quadratic functional regression model in which a scalar response depends on a functional predictor; the common functional linear model is a special case. We wish to test the significance of the nonlinear term in the model. We…

Statistics Theory · Mathematics 2013-12-17 Lajos Horváth , Ron Reeder

In clinical prediction settings the importance of a high-dimensional feature like genomics is often assessed by evaluating the change in predictive performance when adding it to a set of traditional clinical variables. This approach is…

Machine Learning · Statistics 2026-03-06 Mark A. van de Wiel , Jeroen Goedhart , Martin Jullum , Kjersti Aas

We suggest a dependence coefficient between a categorical variable and some general variable taking values in a metric space. We derive important theoretical properties and study the large sample behaviour of our suggested estimator.…

Statistics Theory · Mathematics 2025-10-03 Siegfried Hörmann , Daniel Strenger-Galvis

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…

Statistics Theory · Mathematics 2020-09-01 Giulio Prevedello , Ken R. Duffy

We apply the methods developed by Lockhart et al. (2013) and Taylor et al. (2013) on significance tests for penalized regression to forward stepwise model selection. A general framework for selection procedures described by quadratic…

Methodology · Statistics 2014-05-16 Joshua R. Loftus , Jonathan E. Taylor

This paper introduces a new method for testing the statistical significance of estimated parameters in predictive regressions. The approach features a new family of test statistics that are robust to the degree of persistence of the…

Econometrics · Economics 2025-02-04 Jean-Yves Pitarakis

A lot of Machine Learning (ML) and Deep Learning (DL) research is of an empirical nature. Nevertheless, statistical significance testing (SST) is still not widely used. This endangers true progress, as seeming improvements over a baseline…

Machine Learning · Computer Science 2022-04-15 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

We propose novel methodology for testing equality of model parameters between two high-dimensional populations. The technique is very general and applicable to a wide range of models. The method is based on sample splitting: the data is…

Methodology · Statistics 2013-01-17 Nicolas Städler , Sach Mukherjee

Statistical significance testing is used in natural language processing (NLP) to determine whether the results of a study or experiment are likely to be due to chance or if they reflect a genuine relationship. A key step in significance…

Computation and Language · Computer Science 2024-01-01 Palash Goyal , Qian Hu , Rahul Gupta

Assessing the importance of individual training samples is a key challenge in machine learning. Traditional approaches retrain models with and without specific samples, which is computationally expensive and ignores dependencies between…

Machine Learning · Computer Science 2024-12-18 Tim Wibiral , Mohamed Karim Belaid , Maximilian Rabus , Ansgar Scherp
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