More Powerful and General Selective Inference for Stepwise Feature Selection using Homotopy Method

Kazuya Sugiyama, Vo Nguyen Le Duy, Ichiro Takeuchi. More Powerful and General Selective Inference for Stepwise Feature Selection using Homotopy Method. In Marina Meila, Tong Zhang 0001, editors, Proceedings of the 38th International Conference on Machine Learning, ICML 2021, 18-24 July 2021, Virtual Event. Volume 139 of Proceedings of Machine Learning Research, pages 9891-9901, PMLR, 2021. [doi]

Abstract

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