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The classifier-based CI tests are nice because they are non-parametric generally, but slow because for each test, you need to re-fit a classifier. For modular components, we should optionally cache predictions.
For example:
CCMI: we can cache MI estimates of I(X;Y), I(X;Y,Z), such that we can re-use them when needed
CCIT: store the metric (and optionally biased metric) values for combinations of (X, Y, Z). The ordering of (X and Y) does not matter here.
Another issue is that we should ensure that the classification model is refit from scratch each time ci_estimator.test(...) is called. Downstream classification models in scikit-learn might support warm-starts, and this may be the subject
Proposed solution
Create a nested dictionary
For CCMI:
X variable
Y variable
Z variable (can be None to indicate no conditioning)
For CCIT:
X variable
Y variable
The text was updated successfully, but these errors were encountered:
Problem
The classifier-based CI tests are nice because they are non-parametric generally, but slow because for each test, you need to re-fit a classifier. For modular components, we should optionally cache predictions.
For example:
Another issue is that we should ensure that the classification model is refit from scratch each time
ci_estimator.test(...)
is called. Downstream classification models in scikit-learn might support warm-starts, and this may be the subjectProposed solution
Create a nested dictionary
For CCMI:
For CCIT:
The text was updated successfully, but these errors were encountered: