Deep Knockoffs
| Autor: | Matteo Sesia, Emmanuel J. Candès, Yaniv Romano |
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| Rok vydání: | 2019 |
| Předmět: |
FOS: Computer and information sciences
Statistics and Probability Computer science Control variable Human immunodeficiency virus (HIV) Sampling (statistics) Mathematics - Statistics Theory Machine Learning (stat.ML) Statistics Theory (math.ST) medicine.disease_cause Statistics - Applications Power (physics) Methodology (stat.ME) Statistics - Machine Learning FOS: Mathematics medicine Maximum mean discrepancy Applications (stat.AP) Pairwise comparison Statistics Probability and Uncertainty Algorithm Statistics - Methodology Selection (genetic algorithm) |
| Zdroj: | Journal of the American Statistical Association. 115:1861-1872 |
| ISSN: | 1537-274X 0162-1459 |
| Popis: | This paper introduces a machine for sampling approximate model-X knockoffs for arbitrary and unspecified data distributions using deep generative models. The main idea is to iteratively refine a knockoff sampling mechanism until a criterion measuring the validity of the produced knockoffs is optimized; this criterion is inspired by the popular maximum mean discrepancy in machine learning and can be thought of as measuring the distance to pairwise exchangeability between original and knockoff features. By building upon the existing model-X framework, we thus obtain a flexible and model-free statistical tool to perform controlled variable selection. Extensive numerical experiments and quantitative tests confirm the generality, effectiveness, and power of our deep knockoff machines. Finally, we apply this new method to a real study of mutations linked to changes in drug resistance in the human immunodeficiency virus. Comment: 37 pages, 23 figures, 1 table |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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