Deep Direct Likelihood Knockoffs

Understand

Predictive modeling often uses black box machine learning methods, such as deep neural networks, to achieve state-of-the-art performance.

• In scientific domains, the scientist often wishes to discover which features are actually important for making the predictions.
• These discoveries may lead to costly follow-up experiments and as such it is important that the error rate on discoveries is not too high.
• Model-X knockoffs enable important features to be discovered with control of the FDR.