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预测变量相关下基于自适应虚拟变量的可扩展变量选择AI 解读

Reliable high-dimensional variable selection requires scalable error-controlling methods. The Terminating-Random Experiments (T-Rex) selector estimates the false discovery rate (FDR) by aggregating early-terminated forward-selection paths in which predictors compete with synthetic dummies. We address two remaining challenges: i) predictor dependence can bias dummy-predictor competition; ii) computation is wasted on recomputing terms shared across experiments. Building on…

虚拟哑变量：通过零特征序贯抽样实现可扩展的FDR受控变量选择AI 解读

High-dimensional variable selection, particularly in genomics, requires error-controlling procedures that scale to millions of predictors. The Terminating-Random Experiments (T-Rex) selector achieves false discovery rate (FDR) control by aggregating results of early terminated random experiments, each combining original predictors with i.i.d. synthetic null variables (dummies). At biobank scales, however, explicit dummy augmentation requires terabytes of memory. We…