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

Analogously,if afinancial transaction is flagged to be fraudulent, then the security teams want to knowwhich activities orbehaviorsledtotheflagging.

Algorithm 1 BestSafe ArmIdentification ( BESIDE) 1: input: tolerance , confidence 2: dlog (20 )e, b i,0safe(z) 0, b 0(z) 0forallz 2 Z 3: for` =1 ,2,..., do 4: ` 20 2 ` Figure 7: Halfcircledataset.Figure 8: PrecisionFigure 9: Recall

Since itsintroduction inparametric design, knockofftechniques haveevolvedto handle arbitrary data distributions using deep learning-based generative models.

High-dimensional mediation analysis is often associated with a multiple testing problem for detecting significant mediators. Assessing the uncertainty of this detecting process via false discovery rate (FDR) has garnered great interest. To control the FDR in multiple testing, two essential steps are involved: ranking and selection. Existing approaches either construct p-values without calibration or disregard the joint information across tests, leading to conservation in FDR control or non-optimal ranking rules for multiple hypotheses. In this paper, we develop an adaptive mediation detection procedure (referred to as AMDP) to identify relevant mediators while asymptotically controlling the FDR in high-dimensional mediation analysis. AMDP produces the optimal rule for ranking hypotheses and proposes a data-driven strategy to determine the threshold for mediator selection. This novel method captures information from the proportions of composite null hypotheses and the distribution of p-values, which turns the high dimensionality into an advantage instead of a limitation. The numerical studies on synthetic and real data sets illustrate the performances of AMDP compared with existing approaches.

Controlled feature selection aims to discover the features a response depends on while limiting the false discovery rate (FDR) to a predefined level. Recently, multiple deep-learning-based methods have been proposed to perform controlled feature selection through the Model-X knockoff framework. We demonstrate, however, that these methods often fail to control the FDR for two reasons. First, these methods often learn inaccurate models of features. Second, the swap property, which is required for knockoffs to be valid, is often not well enforced.