🔬 dnn-inference

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dnn-inference is a Python module for hypothesis testing based on blackbox models, including deep neural networks.

🎯 What We Can Do


dnn-inference is able to provide an asymptotically valid p-value to examine if \(\mathcal{S}\) is discriminative features to predict \(Y\). Specifically, the proposed testing is:

\[H_0: R(f^*) - R_{\mathcal{S}}(g^*) = 0, \quad \text{versus} \quad H_a: R(f^*) - R_{\mathcal{S}}(g^*) < 0,\]

where \(\mathcal{S}\) is a collection of hypothesized features, \(R\) and \(R_{\mathcal{S}}\) are risk functions with/without the hypothesized features \(\mathbf{X}_{\mathcal{S}}\), and \(f^*\) and \(g^*\) are population minimizers on \(R\) and \(R_{\mathcal{S}}\) respectively. The proposed test just considers the difference between the best predictive scores with/without hypothesized features. Please check more details in our paper arXiv:2103.04985.

  • When log-likelihood is used as a loss function, then the test is equivalent to a conditional independence test: \(Y \perp X_{\mathcal{S}} | X_{\mathcal{S}^c}\).

  • Only a small number of fitting on neural networks is required, and the number can be as small as 1.

  • Asymptotically Type I error control and power consistency.


If you use this code please star the repository and cite the following paper:

      title={Significance tests of feature relevance for a blackbox learner},
      author={Ben Dai and Xiaotong Shen and Wei Pan},

📒 Contents

Indices and tables