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

Quadratic diameter bounds for dual network flow polyhedra

Both the combinatorial and the circuit diameters of polyhedra are of interest to the theory of linear programming for their intimate connection to a best-case performance of linear programming algorithms. We study the diameters of dual network flow polyhedra associated to $b$-flows on directed graphs $G=(V,E)$ and prove quadratic upper bounds for both of them: the minimum of $(|V|-1)\cdot |E|$ and $\frac{1}{6}|V|^3$ for the combinatorial diameter, and $\frac{|V|\cdot (|V|-1)}{2}$ for the circuit diameter. The latter strengthens the cubic bound implied by a result in [De Loera, Hemmecke, Lee; 2014]. Previously, bounds on these diameters have only been known for bipartite graphs. The situation is much more involved for general graphs. In particular, we construct a family of dual network flow polyhedra with members that violate the circuit diameter bound for bipartite graphs by an arbitrary additive constant. Further, it provides examples of circuit diameter $\frac{4}{3}|V| - 4$