Deep KnockoffsApproximate knockoffs for model-free variable selection.
DeepKnockoffs is a software package for sampling approximate model-X knockoffs using deep generative models. The methods described in the paper below are implemented in Python with the help of the PyTorch library. The code is publicly available from GitHub: https://github.com/msesia/deepknockoffs. Reference
“Deep Knockoffs”, License: GPLv3 Main features
AuthorsMatteo Sesia and Yaniv Romano. |