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The knockoff filter for FDR control in group-sparse and multitask regression

ICML 2016 · Learning theory and algorithms › Prediction and decision losses · approach: Distributionally robust optimization · 23 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use group-level knockoff construction and group-lasso filtering instead of feature-level knockoffsGroup knockoff · Group-sparse simulationspowerHelped
Use group-level rather than feature-level knockoffsGroup knockoff · Group-sparse simulations with increasing within-group correlationpowerHelped
Add the conservative plus correction to the group knockoff filter (ablation)Group knockoff · Group-sparse simulationspowerHurt
Add the conservative plus correction to the knockoff filter (ablation)Knockoff · Group-sparse simulationspowerHurt
Use the group knockoff filterGroup knockoff · Group-sparse simulationsgroup FDR controlNo clear effect
Use multitask knockoff instead of pooled knockoffMultitask regression · Multitask simulationspowerHelped
Use parallel knockoff, combining discoveries from separate response regressionsMultitask regression · Multitask simulationsFDR controlHurt
Use parallel knockoff instead of multitask or pooled knockoffMultitask regression · Multitask simulationspowerHelped
Use multitask knockoff or pooled knockoffMultitask regression · Multitask simulationsFDR controlMixed
Use multitask knockoff instead of parallel knockoffHIV-1 drug resistance analysis · PI, NRTI, and NNRTI drug classesagreement with TSM panelHelped
Use multitask knockoff instead of parallel knockoffHIV-1 drug resistance analysis · PI, NRTI, and NNRTI drug classesnumber of discoveriesHurt

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