arXiv Machine Learning By Teruyuki Katsuoka, Tomohiro Shiraishi, Shuichi Nishino, Ichiro Takeuchi

Automatic Statistical Test for Rationally Expressible Algorithms by Selective Inference, with Applications to Feature Selection

Read the original on arXiv Machine Learning →

arXiv:2608. 04667v1 Announce Type: cross Abstract: Selective inference (SI) provides statistically valid $p$-values for hypotheses selected by applying an algorithm to the data, correcting for the bias that arises when the same data are used both to select and to test a hypothesis.

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