Presentation 2015-06-23
Selective inference for high-order interaction model
Shinya Suzumura, Kazuya Nakagawa, Koji Tsuda, Ichiro Takeuchi,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of possible high-order interaction features would be extremely large. Identifying statistically significant ones from such a huge pool of candidates would be highly challenging both in computational and statistical senses. In order to work with this problem, we consider a two stage algorithm where we first select a set of high-order interaction features by marginal screening, and then make statistical inferences on the regression model fitted only with the selected features. Using a recently introduced framework called selective-inference, we develop an efficient algorithm for making valid statistical inferences on the post-regression model. The experimental results indicate that the proposed method allows us to reliably identify statistically significant high-order interaction features with reasonable computational cost.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) marginal screening / selection bias / selective inference / high-order interaction
Paper # IBISML2015-11
Date of Issue 2015-06-16 (IBISML)

Conference Information
Committee NC / IPSJ-BIO / IBISML / IPSJ-MPS
Conference Date 2015/6/23(3days)
Place (in Japanese) (See Japanese page)
Place (in English) Okinawa Institute of Science and Technology
Topics (in Japanese) (See Japanese page)
Topics (in English) Machine Learning Approach to Biodata Mining, and General
Chair Toshimichi Saito(Hosei Univ.) / Masakazu Sekijima(東工大) / Takashi Washio(Osaka Univ.) / Hayaru Shouno(電通大)
Vice Chair Shigeo Sato(Tohoku Univ.) / / Kenji Fukumizu(ISM) / Masashi Sugiyama(Tokyo Inst. of Tech.)
Secretary Shigeo Sato(Kyushu Inst. of Tech.) / (Kyoto Sangyo Univ.) / Kenji Fukumizu(京大) / Masashi Sugiyama(お茶の水女子大) / (OIST)
Assistant Hiroyuki Kanbara(Tokyo Inst. of Tech.) / Hisanao Akima(Tohoku Univ.) / / Koji Tsuda(Univ. of Tokyo) / Hisashi Kashima(Kyoto Univ.)

Paper Information
Registration To Technical Committee on Neurocomputing / Special Interest Group on Bioinformatics and Genomics / Technical Committee on Infomation-Based Induction Sciences and Machine Learning / Special Interest Group on Mathematical Modeling and Problem Solving
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Selective inference for high-order interaction model
Sub Title (in English)
Keyword(1) marginal screening
Keyword(2) selection bias
Keyword(3) selective inference
Keyword(4) high-order interaction
1st Author's Name Shinya Suzumura
1st Author's Affiliation Nagoya Institute of Technology(NIT)
2nd Author's Name Kazuya Nakagawa
2nd Author's Affiliation Nagoya Institute of Technology(NIT)
3rd Author's Name Koji Tsuda
3rd Author's Affiliation The University of Tokyo(UT)
4th Author's Name Ichiro Takeuchi
4th Author's Affiliation Nagoya Institute of Technology(NIT)
Date 2015-06-23
Paper # IBISML2015-11
Volume (vol) vol.115
Number (no) IBISML-112
Page pp.pp.69-74(IBISML),
#Pages 6
Date of Issue 2015-06-16 (IBISML)