Nonparametric IPSS: fast, flexible feature selection with false discovery control.
Journal:
Bioinformatics (Oxford, England)
Published Date:
May 6, 2025
Abstract
MOTIVATION: Feature selection is a critical task in machine learning and statistics. However, existing feature selection methods either (i) rely on parametric methods such as linear or generalized linear models, (ii) lack theoretical false discovery control, or (iii) identify few true positives.