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stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
GRIP2: A Robust and Powerful Deep Knockoff Method for Fea...
Bob Junyi Zou, Lu Tian · 2026-01-31 · via stat.ML updates on arXiv.org

Identifying truly predictive covariates while strictly controlling false discoveries remains a fundamental challenge in nonlinear, highly correlated, and low signal-to-noise regimes, where deep learning based feature selection methods are most attractive. We propose Group Regularization Importance Persistence in 2 Dimensions (GRIP2), a deep knockoff feature importance statistic that integrates first-layer feature activity over a two-dimensional regularization surface controlling both sparsity strength and sparsification geometry. To approximate this surface integral in a single training run, we introduce efficient block-stochastic sampling, which aggregates feature activity magnitudes across diverse regularization regimes along the optimization trajectory. The resulting statistics are antisymmetric by construction, ensuring finite-sample FDR control. In extensive experiments on synthetic and semi-real data, GRIP2 demonstrates improved robustness to feature correlation and noise level: in high correlation and low signal-to-noise ratio regimes where standard deep learning based feature selectors may struggle, our method retains high power and stability. Finally, on real-world HIV drug resistance data, GRIP2 recovers known resistance-associated mutations with power better than established linear baselines, confirming its reliability in practice.