相关论文: Knockoffs for the mass: new feature importance sta…
The traditional framework for feature selection treats all features as costing the same amount. However, in reality, a scientist often has considerable discretion regarding which variables to measure, and the decision involves a tradeoff…
We propose the group knockoff filter, a method for false discovery rate control in a linear regression setting where the features are grouped, and we would like to select a set of relevant groups which have a nonzero effect on the response.…
Despite the popularity of feature importance (FI) measures in interpretable machine learning, the statistical adequacy of these methods is rarely discussed. From a statistical perspective, a major distinction is between analyzing a…
This paper proposes a reliable neural network pruning algorithm by setting up a scientific control. Existing pruning methods have developed various hypotheses to approximate the importance of filters to the network and then execute filter…
Consider a case-control study in which we have a random sample, constructed in such a way that the proportion of cases in our sample is different from that in the general population---for instance, the sample is constructed to achieve a…
Conditional testing via the knockoff framework allows one to identify -- among large number of possible explanatory variables -- those that carry unique information about an outcome of interest, and also provides a false discovery rate…
The recent paper Cand\`es et al. (2018) introduced model-X knockoffs, a method for variable selection that provably and non-asymptotically controls the false discovery rate with no restrictions or assumptions on the dimensionality of the…
We extend the knockoffs method for selecting predictors to clustered data (cross-sectional or repeated measures). In the setting of clustered data, variable selection is complex because some predictors are measured at the observation level…
We apply the knockoff procedure to factor selection in finance. By building fake but realistic factors, this procedure makes it possible to control the fraction of false discovery in a given set of factors. To show its versatility, we apply…
False discovery rate (FDR) controlling procedures provide important statistical guarantees for the replicability in signal identification based on multiple hypotheses testing. In many fields of study, FDR controlling procedures are used in…
Identifying the veracity of a news article is an interesting problem while automating this process can be a challenging task. Detection of a news article as fake is still an open question as it is contingent on many factors which the…
We present a novel method for controlling the $k$-familywise error rate ($k$-FWER) in the linear regression setting using the knockoffs framework first introduced by Barber and Cand\`es. Our procedure, which we also refer to as knockoffs,…
With the growing adoption of deep learning models in different real-world domains, including computational biology, it is often necessary to understand which data features are essential for the model's decision. Despite extensive recent…
We consider problems where many, somewhat redundant, hypotheses are tested and we are interested in reporting the most precise rejections, with false discovery rate (FDR) control. This is the case, for example, when researchers are…
Feature selection prepares the AI-readiness of data by eliminating redundant features. Prior research falls into two primary categories: i) Supervised Feature Selection, which identifies the optimal feature subset based on their relevance…
Controlling false discovery rate (FDR) is crucial for variable selection, multiple testing, among other signal detection problems. In literature, there is certainly no shortage of FDR control strategies when selecting individual features,…
Genome-wide association studies (GWAS) often find association signals between many genetic variants and traits of interest in a genomic region. Functional annotations of these variants provide valuable prior information that helps…
Controlled variable selection is an important analytical step in various scientific fields, such as brain imaging or genomics. In these high-dimensional data settings, considering too many variables leads to poor models and high costs,…
Model-X knockoff has garnered significant attention among various feature selection methods due to its guarantees for controlling the false discovery rate (FDR). Since its introduction in parametric design, knockoff techniques have evolved…
The increasing availability of data has generated unprecedented prospects for network analyses in many biological fields, such as neuroscience (e.g., brain networks), genomics (e.g., gene-gene interaction networks), and ecology (e.g.,…