arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 2106.01528stat.MLcs.LG
收藏

用于无敲落控制特征选择的规范化流

Normalizing Flows for Knockoff-free Controlled Feature Selection

University of Michigan(密歇根大学)

Derek Hansen, Brian Manzo, Jeffrey Regier

摘要:

受控特征选择旨在发现响应所依赖的特征,同时将错误发现率(FDR)限制在预定义的水平。最近,已经提出了多种基于深度学习的方法来通过Model-X敲除框架执行受控特征选择。然而,我们证明,这些方法往往无法控制FDR有两个原因。首先,这些方法通常学习不准确的特征模型。第二,仿冒品有效所需的“互换”属性通常没有得到很好的执行。我们提出了一个新的程序称为FlowSelect进行控制功能选择,不遭受这两个问题。为了更准确地对特征进行建模,FlowSelect使用归一化流,这是用于密度估计的最先进方法。FlowSelect没有强制执行“交换”属性,而是使用一种新颖的基于MCMC的过程来直接计算每个特征的p值。渐进地,FlowSelect计算有效的p值。从经验上讲,FlowSelect始终控制合成和半合成基准上的FDR,而竞争的基于仿制品的方法则没有。FlowSelect还在这些基准测试中展示了更强大的功能。此外,FlowSelect还能从GWAS数据中正确推断出与特定大豆性状相关的遗传变异。

英文摘要:

Controlled feature selection aims to discover the features a response depends on while limiting the false discovery rate (FDR) to a predefined level. Recently, multiple deep-learning-based methods have been proposed to perform controlled feature selection through the Model-X knockoff framework. We demonstrate, however, that these methods often fail to control the FDR for two reasons. First, these methods often learn inaccurate models of features. Second, the "swap" property, which is required for knockoffs to be valid, is often not well enforced. We propose a new procedure called FlowSelect to perform controlled feature selection that does not suffer from either of these two problems. To more accurately model the features, FlowSelect uses normalizing flows, the state-of-the-art method for density estimation. Instead of enforcing the "swap" property, FlowSelect uses a novel MCMC-based procedure to calculate p-values for each feature directly. Asymptotically, FlowSelect computes valid p-values. Empirically, FlowSelect consistently controls the FDR on both synthetic and semi-synthetic benchmarks, whereas competing knockoff-based approaches do not. FlowSelect also demonstrates greater power on these benchmarks. Additionally, FlowSelect correctly infers the genetic variants associated with specific soybean traits from GWAS data.

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。

↑