mlsanityData to 7 Oct 2026

Fast and Powerful Conditional Randomization Testing via Distillation

arXiv 2006.03980 ↗First posted 6 Jun 2020stat.MEcited by 19

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Abstract (arXiv)

We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditional randomization test (CRT) was recently proposed as a way to use distributional information about X|Z to exactly (non-asymptotically) control Type-I error using any test statistic in any dimensionality without assuming anything about Y|(X,Z). This flexibility in principle allows one to derive powerful test statistics from complex prediction algorithms while maintaining statistical validity. Yet the direct use of such advanced test statistics in the CRT is prohibitively computationally expensive, especially with multiple testing, due to the CRT's requirement to recompute the test statistic many times on resampled data. We propose the distilled CRT, a novel approach to using state-of-the-art machine learning algorithms in the CRT while drastically reducing the number of times those algorithms need to be run, thereby taking advantage of their power and the CRT's statistical guarantees without suffering the usual computational expense. In addition to distillation, we propose a number of other tricks like screening and recycling computations to further speed up the CRT without sacrificing its high power and exact validity. Indeed, we show in simulations that all our proposals combined lead to a test that has similar power to the most powerful existing CRT implementations but requires orders of magnitude less computation, making it a practical tool even for large data sets. We demonstrate these benefits on a breast cancer dataset by identifying biomarkers related to cancer stage.

Key facts. Cited by 19 papers in the map (data through 7 Oct 2026). First posted on arXiv 6 Jun 2020.

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Citing papers per year: 2021: 3; 2022: 9; 2023: 3; 2024: 2; 2025: 2.

19 papers.

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  1. 2022Model-X Sequential Testing for Conditional Independence via Testing by Bettingcited by 14
  2. 2021Bridging Breiman's Brook: From Algorithmic Modeling to Statistical Learningcited by 7
  3. 2022Feature Selection for Discovering Distributional Treatment Effect Modifierscited by 7
  4. 2023Conditional independence testing under misspecified inductive biasescited by 7
  5. 2023Statistically Valid Variable Importance Assessment through Conditional Permutationscited by 7
  6. 2022SHAP-XRT: The Shapley Value Meets Conditional Independence Testingcited by 6
  7. 2021Normalizing Flows for Knockoff-free Controlled Feature Selectioncited by 5
  8. 2022DIET: Conditional independence testing with marginal dependence measures of residual informationcited by 3
  9. 2022Near-optimal multiple testing in Bayesian linear models with finite-sample FDR controlcited by 3
  10. 2024General Frameworks for Conditional Two-Sample Testingcited by 3
  11. 2022A Conditional Randomization Test for Sparse Logistic Regression in High-Dimensioncited by 2
  12. 2022Learning to Increase the Power of Conditional Randomization Testscited by 2
7 more
  1. 2021Spatially relaxed inference on high-dimensional linear modelscited by 1
  2. 2022Using Machine Learning to Test Causal Hypotheses in Conjoint Analysiscited by 1
  3. 2022FACT: High-Dimensional Random Forests Inferencecited by 1
  4. 2023A Model-free Closeness-of-influence Test for Features in Supervised Learningcited by 1
  5. 2024Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selectioncited by 1
  6. 2025Which Sparse Autoencoder Features Are Real? Model-X Knockoffs for False Discovery Rate Controlcited by 1
  7. 2025AICO: Feature Significance Tests for Supervised Learningcited by 0