Presentation | 2015-06-23 Selective inference for high-order interaction model Shinya Suzumura, Kazuya Nakagawa, Koji Tsuda, Ichiro Takeuchi, |
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PDF Download Page | PDF download Page Link |
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 |
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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 |
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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) |