Knockoffs (statistics)

ID: knockoffs-statistics

In statistics, "knockoffs" refer to a method used for model selection and feature selection in high-dimensional data. The knockoff filter is designed to control the false discovery rate (FDR) when identifying important variables (or features) in a model, particularly when there are many more variables than observations. The concept of knockoffs involves creating "knockoff" variables that are statistically similar to the original features but are not related to the response variable.

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