Statistical Test for Data Analysis Pipeline by Selective Inference
<|reference_start|>Statistical Test for Data Analysis Pipeline by Selective Inference: A data analysis pipeline is a structured sequence of processing steps that transforms raw data into meaningful insights by effectively integrating various analysis algorithms. In this paper, we propose a novel statistical test designed to assess the statistical significance of data analysis pipelines. Our approach allows for the systematic development of valid statistical tests applicable to any data analysis pipeline configuration composed of a set of data analysis components. We have developed this framework by adapting selective inference, which has gained recent attention as a new statistical inference technique for data-driven hypotheses. The proposed statistical test is theoretically designed to control the type I error at the desired significance level in finite samples. As examples, we consider a class of pipelines composed of three missing value imputation algorithms, three outlier detection algorithms, and three feature selection algorithms. We confirm the validity of our statistical test through experiments with both synthetic and real data for this class of data analysis pipelines. Additionally, we present an implementation framework that facilitates testing across any configuration of data analysis pipelines in this class without extra implementation costs.<|reference_end|>
@article{shiraishi2024statistical,
    title={Statistical Test for Feature Selection Pipelines by Selective Inference},
    author={Tomohiro Shiraishi, Tatsuya Matsukawa, Shuichi Nishino, Ichiro
  Takeuchi},
    journal={arXiv preprint arXiv:2406.18902},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.18902},
    primaryClass={stat.ML cs.LG}
}