We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate directly a conditional distribution that encodes the null hypothesis, in a manner that maximizes power (the rate of true negatives). We show that such an approach requires only that density approximation be viable in order to ensure that we control type I error (the rate of false positives); in particular, no assumptions need to be made on the form of the distributions or feature dependencies. Using synthetic simulations with high-dimensional data we demonstrate significant gains in power over competing methods. In addition, we illustrate the use of our test to discover causal markers of disease in genetic data.

The co-occurrence of multiple diseases among the general population is an important problem as those patients have more risk of complications and represent a large share of health care expenditure. Learning to predict time-to-event probabilities for these patients is a challenging problem because the risks of events are correlated (there are competing risks) with often only few patients experiencing individual events of interest, and of those only a fraction are actually observed in the data. We introduce in this paper a survival model with the flexibility to leverage a common representation of related events that is designed to correct for the strong imbalance in observed outcomes. The procedure is sequential: outcome-specific survival distributions form the components of nonparametric multivariate estimators which we combine into an ensemble in such a way as to ensure accurate predictions on all outcome types simultaneously. Our algorithm is general and represents the first boosting-like method for time-to-event data with multiple outcomes. We demonstrate the performance of our algorithm on synthetic and real data.

Neural Information Processing Systems http://nips.cc/

The co-occurrence of multiple diseases among the general population is an important problem as those patients have more risk of complications and represent a large share of health care expenditure. Learning to predict time-to-event probabilities for these patients is a challenging problem because the risks of events are correlated (there are competing risks) with often only few patients experiencing individual events of interest, and of those only a fraction are actually observed in the data. We introduce in this paper a survival model with the flexibility to leverage a common representation of related events that is designed to correct for the strong imbalance in observed outcomes. The procedure is sequential: outcome-specific survival distributions form the components of nonparametric multivariate estimators which we combine into an ensemble in such a way as to ensure accurate predictions on all outcome types simultaneously. Our algorithm is general and represents the first boosting-like method for time-to-event data with multiple outcomes. We demonstrate the performance of our algorithm on synthetic and real data.