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kernelPSI: a Post-Selection Inference Framework for Nonlinear Variable Selection.
Lotfi Slim
Clément Chatelain
Chloé-Agathe Azencott
Jean-Philippe Vert
Published in:
ICML (2019)
Keyphrases
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variable selection
cross validation
high dimensional
model selection
neural network
input variables
active learning
probabilistic model
linear models
statistical inference
stochastic search
group lasso