Related papers: Discovering Conditionally Salient Features with St…
We propose the conditional predictive impact (CPI), a consistent and unbiased estimator of the association between one or several features and a given outcome, conditional on a reduced feature set. Building on the knockoff framework of…
In reinforcement learning, the state of the real world is often represented by feature vectors. However, not all of the features may be pertinent for solving the current task. We propose Feature Selection Explore and Exploit (FS-EE), an…
Selecting relevant features associated with a given response variable is an important issue in many scientific fields. Quantifying quality and uncertainty of a selection result via false discovery rate (FDR) control has been of recent…
Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…
Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…
Causal modeling has long been an attractive topic for many researchers and in recent decades there has seen a surge in theoretical development and discovery algorithms. Generally discovery algorithms can be divided into two approaches:…
Feature selection is the problem of selecting a subset of features for a machine learning model that maximizes model quality subject to a budget constraint. For neural networks, prior methods, including those based on $\ell_1$…
Feature selection in reinforcement learning (RL), i.e. choosing basis functions such that useful approximations of the unkown value function can be obtained, is one of the main challenges in scaling RL to real-world applications. Here we…
In this article, we propose a novel strategy for conducting variable selection without prior model topology knowledge using the knockoff method with boosted tree models. Our method is inspired by the original knockoff method, where the…
Selective inference is a subfield of statistics that enables valid inference after selection of a data-dependent question. In this paper, we introduce selectively dominant p-values, a class of p-values that allow practitioners to easily…
Feature learning forms the cornerstone for tackling challenging learning problems in domains such as speech, computer vision and natural language processing. In this paper, we consider a novel class of matrix and tensor-valued features,…
The goal of this paper is to design a causal inference method accounting for complex interactions between causal factors. The proposed method relies on a category theoretical reformulation of the definitions of dependent variables,…
Feature selection is an important preprocessing step in machine learning and data mining. In real-world applications, costs, including money, time and other resources, are required to acquire the features. In some cases, there is a test…
Contrastive analysis (CA) refers to the exploration of variations uniquely enriched in a target dataset as compared to a corresponding background dataset generated from sources of variation that are irrelevant to a given task. For example,…
The selection of features is an essential data preprocessing stage in data mining. The core principle of feature selection seems to be to pick a subset of possible features by excluding features with almost no predictive information as well…
The Contextuality-by-Default approach to determining and measuring the (non)contextuality of a system of random variables requires that every random variable in the system be represented by an equivalent set of dichotomous random variables.…
Feature weighting algorithms try to solve a problem of great importance nowadays in machine learning: The search of a relevance measure for the features of a given domain. This relevance is primarily used for feature selection as feature…
Feature selection, as a data preprocessing strategy, has been proven to be effective and efficient in preparing data (especially high-dimensional data) for various data mining and machine learning problems. The objectives of feature…
In many real-world machine learning problems, feature values are not readily available. To make predictions, some of the missing features have to be acquired, which can incur a cost in money, computational time, or human time, depending on…
A classical problem of statistical inference is the valid specification of a model that can account for the statistical dependencies between observations when the true structure is dense, intractable, or unknown. To address this problem, a…