3 research outputs found
Finding Statistically Significant Interactions between Continuous Features
The search for higher-order feature interactions that are statistically
significantly associated with a class variable is of high relevance in fields
such as Genetics or Healthcare, but the combinatorial explosion of the
candidate space makes this problem extremely challenging in terms of
computational efficiency and proper correction for multiple testing. While
recent progress has been made regarding this challenge for binary features, we
here present the first solution for continuous features. We propose an
algorithm which overcomes the combinatorial explosion of the search space of
higher-order interactions by deriving a lower bound on the p-value for each
interaction, which enables us to massively prune interactions that can never
reach significance and to thereby gain more statistical power. In our
experiments, our approach efficiently detects all significant interactions in a
variety of synthetic and real-world datasets.Comment: 13 pages, 5 figures, 2 tables, accepted to the 28th International
Joint Conference on Artificial Intelligence (IJCAI 2019