arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2012.02717stat.MEstat.AP
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去随机化仿制品

Derandomizing Knockoffs

Zhimei Ren, Yuting Wei, Emmanuel Candès

摘要:

Model-X仿制品是一种通用程序,可以利用任何特征重要性度量来产生变量选择算法,该算法在严格控制误报数量或比例的同时发现真实效果。X型仿制品是一种随机化过程,依赖于合成(随机)变量的一次性构建。本文介绍了一种去随机化的方法,通过聚合的选择结果在多次运行的敲除算法。去随机化步骤被设计为是灵活的,并且可以适应于任何变量选择基础过程,以在不损害统计功效的情况下产生稳定的决策。当应用于Janson et al.(2016)的基本过程时,我们证明了去随机化的仿制品控制了每个家族的错误率(PFER)和k家族的错误率(k-FWER)。此外,我们进行了广泛的数值研究,证明紧密的第一类错误控制和显着增强的权力相比,替代变量选择算法。最后,我们将我们的方法应用于前列腺癌的多阶段全基因组关联研究,并报告与该疾病显著相关的基因组位置。当与其他研究交叉引用时,我们发现报告的关联已被复制。

英文摘要:

Model-X knockoffs is a general procedure that can leverage any feature importance measure to produce a variable selection algorithm, which discovers true effects while rigorously controlling the number or fraction of false positives. Model-X knockoffs is a randomized procedure which relies on the one-time construction of synthetic (random) variables. This paper introduces a derandomization method by aggregating the selection results across multiple runs of the knockoffs algorithm. The derandomization step is designed to be flexible and can be adapted to any variable selection base procedure to yield stable decisions without compromising statistical power. When applied to the base procedure of Janson et al. (2016), we prove that derandomized knockoffs controls both the per family error rate (PFER) and the k family-wise error rate (k-FWER). Further, we carry out extensive numerical studies demonstrating tight type-I error control and markedly enhanced power when compared with alternative variable selection algorithms. Finally, we apply our approach to multi-stage genome-wide association studies of prostate cancer and report locations on the genome that are significantly associated with the disease. When cross-referenced with other studies, we find that the reported associations have been replicated.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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