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DeepDRK: Deep Dependency Regularized Knockoff for Feature Selection

NeurIPS 2024 · Probabilistic and scientific modeling › Molecules and proteins · approach: Prediction-powered and conformal inference · 0 citations (OpenAlex)

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Proposes DeepDRK, a transformer-based deep knockoff generator trained adversarially with multiple swappers and a sliced-Wasserstein correlation penalty, plus a post-training dependency-regularized perturbation, to improve FDR-controlled feature selection on non-Gaussian data.

Problem

Deep Model-X knockoff generators struggle to satisfy the swap property at the sample level, leading to overfitting, high reconstructability/collinearity, and low power, especially with small samples and non-Gaussian data.

Approach

Formulate knockoff generation as a min-max game against multiple neural swappers (multi-swapper adversarial attacks with a swapper diversity penalty and REx variance term), add a sliced Wasserstein correlation regularizer to reduce dependence between X and knockoffs, and post-hoc mix the knockoff with a row-permuted copy of X to further cut reconstructability.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DeepDRK instead of KnockoffGANGaussian mixture feature selection · Gaussian mixture, n=200FDR mean: 0.390 -> 0.116Helped
Use DeepDRK instead of KnockoffGANGaussian mixture feature selection · Gaussian mixture, n=200Power mean: 0.971 -> 0.791Hurt
Use DeepDRK instead of KnockoffGANGaussian mixture feature selection · Gaussian mixture, n=2000FDR mean: 0.118 -> 0.081Helped
Use DeepDRK instead of KnockoffGANGaussian mixture feature selection · Gaussian mixture, n=2000Power mean: 0.973 -> 0.973No clear effect
Decrease the DRP perturbation weight αₙ (ablation)DeepDRK · Five synthetic datasets, n=2000PowerHelped
Vary the DRP perturbation weight αₙ (ablation)DeepDRK · Five synthetic datasets, n=2000FDRMixed

Surprising findings

Limitations

Experimental setup

Datasets: synthetic Gaussian mixture Clayton and Joe copula synthetic data 10x Genomics scRNA-seq IBD metabolomics (Metabolomics Workbench)

Benchmarks: synthetic Gaussian mixture copula synthetic semi-synthetic scRNA-seq semi-synthetic IBD metabolomics IBD case study

Metrics: FDR power literature-supported metabolites identified

Baselines: Deep Knockoff DDLK KnockoffGAN sRMMD

Builds on: Model-X knockoffs DDLK Deep Knockoff DeepPINK Vision Transformer

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