Error-based Knockoffs Inference for Controlled Feature Selection

no code implementations • 9 Mar 2022 • Xuebin Zhao, Hong Chen, Yingjie Wang, Weifu Li, Tieliang Gong, Yulong Wang, Feng Zheng

Recently, the scheme of model-X knockoffs was proposed as a promising solution to address controlled feature selection under high-dimensional finite-sample settings.

Feature Importance feature selection