← Search

Jaime Roquero Gimenez

3 accepted papers

2019

Improving the Stability of the Knockoff Procedure: Multiple Simultaneous Knockoffs and Entropy Maximization

AISTATS 2019poster

The Model-X knockoff procedure has recently emerged as a powerful approach for feature selection with statistical guarantees. The advantage of knockoffs is that if we have a good model of the features X, then we can identify salient features without knowing anything about how the outcome Y depends o…

Cited by 54SourcePDFScholar
2019

Knockoffs for the Mass: New Feature Importance Statistics with False Discovery Guarantees

AISTATS 2019poster

An important problem in machine learning and statistics is to identify features that causally affect the outcome. This is often impossible to do from purely observational data, and a natural relaxation is to identify features that are correlated with the outcome even conditioned on all other observe…

Cited by 68SourcePDFScholar