DIET: Conditional independence testing with marginal dependence measures of residual information

Mukund Sudarshan, Aahlad Puli, Wesley Tansey, Rajesh Ranganath
Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, PMLR 206:10343-10367, 2023.

Abstract

Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally intractable. Existing solutions to reduce the cost of CRTs typically split the dataset into a train and test portion, or rely on heuristics for interactions, both of which lead to a loss in power. We propose the decoupled independence test (DIET), an algorithm that avoids both of these issues by leveraging marginal independence statistics to test conditional independence relationships. DIET tests the marginal independence of two random variables: $F_{x\vert z}(x \vert z)$ and $F_{y\vert z}(y \vert z)$ where $F_{\cdot \vert z}(\cdot \vert z)$ is a conditional cumulative distribution function (CDF) for the distribution $p(\cdot \vert z)$. These variables are termed “information residuals.” We give sufficient conditions for DIET to achieve finite sample type-1 error control and power greater than the type-1 error rate. We then prove that when using the mutual information between the information residuals as a test statistic, DIET yields the most powerful conditionally valid test. Finally, we show DIET achieves higher power than other tractable CRTs on several synthetic and real benchmarks.

Cite this Paper

BibTeX
@InProceedings{pmlr-v206-sudarshan23a, title = {DIET: Conditional independence testing with marginal dependence measures of residual information}, author = {Sudarshan, Mukund and Puli, Aahlad and Tansey, Wesley and Ranganath, Rajesh}, booktitle = {Proceedings of The 26th International Conference on Artificial Intelligence and Statistics}, pages = {10343--10367}, year = {2023}, editor = {Ruiz, Francisco and Dy, Jennifer and van de Meent, Jan-Willem}, volume = {206}, series = {Proceedings of Machine Learning Research}, month = {25--27 Apr}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v206/sudarshan23a/sudarshan23a.pdf}, url = {https://proceedings.mlr.press/v206/sudarshan23a.html}, abstract = {Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally intractable. Existing solutions to reduce the cost of CRTs typically split the dataset into a train and test portion, or rely on heuristics for interactions, both of which lead to a loss in power. We propose the decoupled independence test (DIET), an algorithm that avoids both of these issues by leveraging marginal independence statistics to test conditional independence relationships. DIET tests the marginal independence of two random variables: $F_{x\vert z}(x \vert z)$ and $F_{y\vert z}(y \vert z)$ where $F_{\cdot \vert z}(\cdot \vert z)$ is a conditional cumulative distribution function (CDF) for the distribution $p(\cdot \vert z)$. These variables are termed “information residuals.” We give sufficient conditions for DIET to achieve finite sample type-1 error control and power greater than the type-1 error rate. We then prove that when using the mutual information between the information residuals as a test statistic, DIET yields the most powerful conditionally valid test. Finally, we show DIET achieves higher power than other tractable CRTs on several synthetic and real benchmarks.} }
Endnote
%0 Conference Paper %T DIET: Conditional independence testing with marginal dependence measures of residual information %A Mukund Sudarshan %A Aahlad Puli %A Wesley Tansey %A Rajesh Ranganath %B Proceedings of The 26th International Conference on Artificial Intelligence and Statistics %C Proceedings of Machine Learning Research %D 2023 %E Francisco Ruiz %E Jennifer Dy %E Jan-Willem van de Meent %F pmlr-v206-sudarshan23a %I PMLR %P 10343--10367 %U https://proceedings.mlr.press/v206/sudarshan23a.html %V 206 %X Conditional randomization tests (CRTs) assess whether a variable $x$ is predictive of another variable $y$, having observed covariates $z$. CRTs require fitting a large number of predictive models, which is often computationally intractable. Existing solutions to reduce the cost of CRTs typically split the dataset into a train and test portion, or rely on heuristics for interactions, both of which lead to a loss in power. We propose the decoupled independence test (DIET), an algorithm that avoids both of these issues by leveraging marginal independence statistics to test conditional independence relationships. DIET tests the marginal independence of two random variables: $F_{x\vert z}(x \vert z)$ and $F_{y\vert z}(y \vert z)$ where $F_{\cdot \vert z}(\cdot \vert z)$ is a conditional cumulative distribution function (CDF) for the distribution $p(\cdot \vert z)$. These variables are termed “information residuals.” We give sufficient conditions for DIET to achieve finite sample type-1 error control and power greater than the type-1 error rate. We then prove that when using the mutual information between the information residuals as a test statistic, DIET yields the most powerful conditionally valid test. Finally, we show DIET achieves higher power than other tractable CRTs on several synthetic and real benchmarks.
APA
Sudarshan, M., Puli, A., Tansey, W. & Ranganath, R.. (2023). DIET: Conditional independence testing with marginal dependence measures of residual information. Proceedings of The 26th International Conference on Artificial Intelligence and Statistics, in Proceedings of Machine Learning Research 206:10343-10367 Available from https://proceedings.mlr.press/v206/sudarshan23a.html.

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