Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userNeurT-FDR: Controlling FDR by Incorporating Feature Hierarchy
172
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible hierarchy among the covariates. This strategy may not be optimal for complex large-scale problems, where hierarchical information often exists among those test-level covariates. We propose NeurT-FDR which boosts statistical power and controls FDR for multiple hypothesis testing while leveraging the hierarchy among test-level covariates. Our method parametrizes the test-level covariates as a neural network and adjusts the feature hierarchy through a regression framework, which enables flexible handling of high-dimensional features as well as efficient end-to-end optimization. We show that NeurT-FDR has strong FDR guarantees and makes substantially more discoveries in synthetic and real datasets compared to competitive baselines.
rate research
Read More
Analyzing large-scale, multi-experiment studies requires scientists to test each experimental outcome for statistical significance and then assess the results as a whole. We present Black Box FDR (BB-FDR), an empirical-Bayes method for analyzing multi-experiment studies when many covariates are gathered per experiment. BB-FDR learns a series of black box predictive models to boost power and control the false discovery rate (FDR) at two stages of study analysis. In Stage 1, it uses a deep neural network prior to report which experiments yielded significant outcomes. In Stage 2, a separate black box model of each covariate is used to select features that have significant predictive power across all experiments. In benchmarks, BB-FDR outperforms competing state-of-the-art methods in both stages of analysis. We apply BB-FDR to two real studies on cancer drug efficacy. For both studies, BB-FDR increases the proportion of significant outcomes discovered and selects variables that reveal key genomic drivers of drug sensitivity and resistance in cancer.
This paper introduces the texttt{FDR-linking} theorem, a novel technique for understanding textit{non-asymptotic} FDR control of the Benjamini--Hochberg (BH) procedure under arbitrary dependence of the $p$-values. This theorem offers a principled and flexible approach to linking all $p$-values and the null $p$-values from the FDR control perspective, suggesting a profound implication that, to a large extent, the FDR of the BH procedure relies mostly on the null $p$-values. To illustrate the use of this theorem, we propose a new type of dependence only concerning the null $p$-values, which, while strictly textit{relaxing} the state-of-the-art PRDS dependence (Benjamini and Yekutieli, 2001), ensures the FDR of the BH procedure below a level that is independent of the number of hypotheses. This level is, furthermore, shown to be optimal under this new dependence structure. Next, we present a concept referred to as textit{FDR consistency} that is weaker but more amenable than FDR control, and the texttt{FDR-linking} theorem shows that FDR consistency is completely determined by the joint distribution of the null $p$-values, thereby reducing the analysis of this new concept to the global null case. Finally, this theorem is used to obtain a sharp FDR bound under arbitrary dependence, which improves the $log$-correction FDR bound (Benjamini and Yekutieli, 2001) in certain regimes.
High-dimensional sparse generalized linear models (GLMs) have emerged in the setting that the number of samples and the dimension of variables are large, and even the dimension of variables grows faster than the number of samples. False discovery rate (FDR) control aims to identify some small number of statistically significantly nonzero results after getting the sparse penalized estimation of GLMs. Using the CLIME method for precision matrix estimations, we construct the debiased-Lasso estimator and prove the asymptotical normality by minimax-rate oracle inequalities for sparse GLMs. In practice, it is often needed to accurately judge each regression coefficients positivity and negativity, which determines whether the predictor variable is positively or negatively related to the response variable conditionally on the rest variables. Using the debiased estimator, we establish multiple testing procedures. Under mild conditions, we show that the proposed debiased statistics can asymptotically control the directional (sign) FDR and directional false discovery variables at a pre-specified significance level. Moreover, it can be shown that our multiple testing procedure can approximately achieve a statistical power of 1. We also extend our methods to the two-sample problems and propose the two-sample test statistics. Under suitable conditions, we can asymptotically achieve directional FDR control and directional FDV control at the specified significance level for two-sample problems. Some numerical simulations have successfully verified the FDR control effects of our proposed testing procedures, which sometimes outperforms the classical knockoff method.
This paper outlines a unified framework for high dimensional variable selection for classification problems. Traditional approaches to finding interesting variables mostly utilize only partial information through moments (like mean difference). On the contrary, in this paper we address the question of variable selection in full generality from a distributional point of view. If a variable is not important for classification, then it will have similar distributional aspect under different classes. This simple and straightforward observation motivates us to quantify `How and Why the distribution of a variable changes over classes through CR-statistic. The second contribution of our paper is to develop and investigate the FDR based thresholding technology from a completely new point of view for adaptive thresholding, which leads to a elegant algorithm called CDfdr. This paper attempts to show how all of these problems of detection, extraction and interpretation for interesting variables can be treated in a unified way under one broad general theme - comparison analysis. It is proposed that a key to accomplishing this unification is to think in terms of the quantile function and the comparison density. We illustrate and demonstrate the power of our methodology using three real data sets.
In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner would exploit model flaws, which can yield catastrophic failures. This paper focuses on building a model that reasons about the long-term future and demonstrates how to use this for efficient planning and exploration. To this end, we build a latent-variable autoregressive model by leveraging recent ideas in variational inference. We argue that forcing latent variables to carry future information through an auxiliary task substantially improves long-term predictions. Moreover, by planning in the latent space, the planners solution is ensured to be within regions where the model is valid. An exploration strategy can be devised by searching for unlikely trajectories under the model. Our method achieves higher reward faster compared to baselines on a variety of tasks and environments in both the imitation learning and model-based reinforcement learning settings.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
