提出新方法GRIP2,能精准识别重要特征并控住误报率。
GRIP2: A Robust and Powerful Deep Knockoff Method for Feature Selection
- 在二维正则化面上整合特征活跃度,捕捉不同稀疏强度下的特征表现
- 单次训练完成采样,计算效率高,实测在低信噪比下仍保持高稳定性
- 适合高相关性、噪声大场景,尤其对生物医学等真实数据有效
在非线性、高度相关且信噪比低的场景中,如何在严格控制假发现率的前提下识别真正预测性变量,仍是核心挑战,此时基于深度学习的特征选择方法尤为关键。本文提出二维分组正则化重要性持久性(GRIP2),一种深度敲除特征重要性统计量,通过在二维正则化表面(同时控制稀疏强度与稀疏几何)上整合第一层特征活跃度来实现。为在单次训练中近似该表面积分,我们引入高效的块随机采样策略,沿优化轨迹聚合跨多种正则化条件下的特征活跃度。所得统计量具有构造上的反对称性,确保有限样本下FDR控制。在合成与半真实数据上的大量实验表明,GRIP2在高相关性和低信噪比条件下显著提升鲁棒性:当标准深度学习特征选择器可能失效时,本方法仍保持高检测力与稳定性。在真实世界HIV耐药数据上,GRIP2识别出已知耐药突变,性能优于传统线性基线,验证其实际可靠性。
原文摘要 · Abstract (English)
Identifying truly predictive covariates while strictly controlling false discoveries remains a fundamental challenge in nonlinear, highly correlated, and low signal-to-noise regimes, where deep learning based feature selection methods are most attractive. We propose Group Regularization Importance Persistence in 2 Dimensions (GRIP2), a deep knockoff feature importance statistic that integrates first-layer feature activity over a two-dimensional regularization surface controlling both sparsity strength and sparsification geometry. To approximate this surface integral in a single training run, we introduce efficient block-stochastic sampling, which aggregates feature activity magnitudes across diverse regularization regimes along the optimization trajectory. The resulting statistics are antisymmetric by construction, ensuring finite-sample FDR control. In extensive experiments on synthetic and semi-real data, GRIP2 demonstrates improved robustness to feature correlation and noise level: in high correlation and low signal-to-noise ratio regimes where standard deep learning based feature selectors may struggle, our method retains high power and stability. Finally, on real-world HIV drug resistance data, GRIP2 recovers known resistance-associated mutations with power better than established linear baselines, confirming its reliability in practice.
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