Timezone: »
Poster
A Conditional Randomization Test for Sparse Logistic Regression in High-Dimension
Binh T. Nguyen · Bertrand Thirion · Sylvain Arlot
Identifying the relevant variables for a classification model with correct confidence levels is a central but difficult task in high-dimension. Despite the core role of sparse logistic regression in statistics and machine learning, it still lacks a good solution for accurate inference in the regime where the number of features $p$ is as large as or larger than the number of samples $n$. Here we tackle this problem by improving the Conditional Randomization Test (CRT). The original CRT algorithm shows promise as a way to output p-values while making few assumptions on the distribution of the test statistics. As it comes with a prohibitive computational cost even in mildly high-dimensional problems, faster solutions based on distillation have been proposed. Yet, they rely on unrealistic hypotheses and result in low-power solutions. To improve this, we propose \emph{CRT-logit}, an algorithm that combines a variable-distillation step and a decorrelation step that takes into account the geometry of $\ell_1$-penalized logistic regression problem. We provide a theoretical analysis of this procedure, and demonstrate its effectiveness on simulations, along with experiments on large-scale brain-imaging and genomics datasets.
Author Information
Binh T. Nguyen (Telecom Paris)
Bertrand Thirion (INRIA)
Sylvain Arlot (Universite Paris Saclay)
More from the Same Authors
-
2021 : Variable Importance on Medical Images and Socio-Demographic Data »
Ahmad CHAMMA · Denis A. Engemann · Bertrand Thirion -
2022 Poster: Benchopt: Reproducible, efficient and collaborative optimization benchmarks »
Thomas Moreau · Mathurin Massias · Alexandre Gramfort · Pierre Ablin · Pierre-Antoine Bannier · Benjamin Charlier · Mathieu Dagréou · Tom Dupre la Tour · Ghislain DURIF · Cassio F. Dantas · Quentin Klopfenstein · Johan Larsson · En Lai · Tanguy Lefort · Benoît Malézieux · Badr MOUFAD · Binh T. Nguyen · Alain Rakotomamonjy · Zaccharie Ramzi · Joseph Salmon · Samuel Vaiter -
2022 Poster: Aligning individual brains with fused unbalanced Gromov Wasserstein »
Alexis Thual · Quang Huy TRAN · Tatiana Zemskova · Nicolas Courty · Rémi Flamary · Stanislas Dehaene · Bertrand Thirion -
2021 Poster: Shared Independent Component Analysis for Multi-Subject Neuroimaging »
Hugo Richard · Pierre Ablin · Bertrand Thirion · Alexandre Gramfort · Aapo Hyvarinen -
2020 Poster: Modeling Shared responses in Neuroimaging Studies through MultiView ICA »
Hugo Richard · Luigi Gresele · Aapo Hyvarinen · Bertrand Thirion · Alexandre Gramfort · Pierre Ablin -
2020 Spotlight: Modeling Shared responses in Neuroimaging Studies through MultiView ICA »
Hugo Richard · Luigi Gresele · Aapo Hyvarinen · Bertrand Thirion · Alexandre Gramfort · Pierre Ablin -
2020 Poster: Statistical control for spatio-temporal MEG/EEG source imaging with desparsified mutli-task Lasso »
Jerome-Alexis Chevalier · Joseph Salmon · Alexandre Gramfort · Bertrand Thirion -
2017 Poster: Learning Neural Representations of Human Cognition across Many fMRI Studies »
Arthur Mensch · Julien Mairal · Danilo Bzdok · Bertrand Thirion · Gael Varoquaux -
2016 Poster: Learning brain regions via large-scale online structured sparse dictionary learning »
Elvis DOHMATOB · Arthur Mensch · Gael Varoquaux · Bertrand Thirion -
2015 Poster: Semi-Supervised Factored Logistic Regression for High-Dimensional Neuroimaging Data »
Danilo Bzdok · Michael Eickenberg · Olivier Grisel · Bertrand Thirion · Gael Varoquaux -
2013 Poster: Mapping paradigm ontologies to and from the brain »
Yannick Schwartz · Bertrand Thirion · Gael Varoquaux -
2011 Workshop: Machine Learning and Interpretation in Neuroimaging (MLINI-2011) »
Melissa K Carroll · Guillermo Cecchi · Kai-min K Chang · Moritz Grosse-Wentrup · James Haxby · Georg Langs · Anna Korhonen · Bjoern Menze · Brian Murphy · Janaina Mourao-Miranda · Vittorio Murino · Francisco Pereira · Irina Rish · Mert Sabuncu · Irina Simanova · Bertrand Thirion -
2010 Poster: Brain covariance selection: better individual functional connectivity models using population prior »
Gaël Varoquaux · Alexandre Gramfort · Jean-Baptiste Poline · Bertrand Thirion -
2009 Poster: Discriminative Network Models of Schizophrenia »
Guillermo Cecchi · Irina Rish · Benjamin Thyreau · Bertrand Thirion · Marion Plaze · Jean-Luc Martinot · Marie Laure Paillere-Martinot · Jean-Baptiste Poline -
2009 Oral: Discriminative Network Models of Schizophrenia »
Guillermo Cecchi · Irina Rish · Benjamin Thyreau · Bertrand Thirion · Marion Plaze · Jean-Luc Martinot · Marie Laure Paillere-Martinot · Jean-Baptiste Poline