cpi

MaRDI QIDQ1354204swMATHCRANFDO

Authors Marvin N. Wright, David S. Watson

Last update 25 November 2024

Copyright license GNU General Public License

Software version identifier 0.1.4, PACKAGES.rds, 0.1.5

Official website https://link.springer.com/article/10.1007%2Fs10994-021-06030-6

Source code repository https://github.com/dswatson/cpi

Description

A general test for conditional independence in supervised learning algorithms as proposed by Watson & Wright (2021) <doi:10.1007/s10994-021-06030-6>. Implements a conditional variable importance measure which can be applied to any supervised learning algorithm and loss function. Provides statistical inference procedures without parametric assumptions and applies equally well to continuous and categorical predictors and outcomes.

Cites work

• Testing conditional independence in supervised learning algorithms

Described by source

• Testing conditional independence in supervised learning algorithms

Cited in

(5)

• KnockoffGAN
• QuickSelection
• diversityForest
• GeneralisedCovarianceMeasure
• DeepPAMM

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