More Powerful Selective Kernel Tests for Feature Selection
This repository contains resources for selecting statistically significant features using multiscale bootstrap. The test corrests for selection bias. The algorithm is described in our paper,
Lim, J., Yamada, M., Jitkrittum, W., Terada, Y., Matsui, S., Shimodaira, H. More Powerful Selective Kernel Tests for Feature Selection AISTATS 2020
How to install?
sklearn. The package
can be installed with the following command
pip install git+https://github.com/jenninglim/multiscale-features
Once installed, you should be able to do
import mskernel without any error.
experiments for experiment setup and its corresponding
figures can be seen in