Discovering Conditionally Salient Features with Statistical Guarantees
The goal of feature selection is to identify important features that are relevant to explain a outcome variable. Most of the work in this domain has focused on identifying
3 accepted papers
The goal of feature selection is to identify important features that are relevant to explain a outcome variable. Most of the work in this domain has focused on identifying
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…
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…