# Statistical Test for Feature Selection Pipelines by Selective Inference

arXiv: https://arxiv.org/abs/2406.18902 · HTML: https://mlsanity.com/paper/2406.18902/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 16 of its 28 references that are in the map.
- First posted on arXiv 27 Jun 2024.

## Builds on (most cited first, 16 of 16)

- [Exact post-selection inference, with application to the lasso](https://mlsanity.com/paper/1311.6238/) (2013)
- [Exact Post-Selection Inference for Sequential Regression Procedures](https://mlsanity.com/paper/1401.3889/) (2014)
- [Selective Inference for Hierarchical Clustering](https://mlsanity.com/paper/2012.02936/) (2020)
- [Valid Inference Corrected for Outlier Removal](https://mlsanity.com/paper/1711.10635/) (2017)
- [Testing for a Change in Mean After Changepoint Detection](https://mlsanity.com/paper/1910.04291/) (2019)
- [Computing Valid p-value for Optimal Changepoint by Selective Inference using Dynamic Programming](https://mlsanity.com/paper/2002.09132/) (2020)
- [Computing Valid p-values for Image Segmentation by Selective Inference](https://mlsanity.com/paper/1906.00629/) (2019)
- [AlphaD3M: Machine Learning Pipeline Synthesis](https://mlsanity.com/paper/2111.02508/) (2021)
- [Selective Inference for Group-Sparse Linear Models](https://mlsanity.com/paper/1607.08211/) (2016)
- [Quantifying Statistical Significance of Neural Network-based Image Segmentation by Selective Inference](https://mlsanity.com/paper/2010.01823/) (2020)
- [Selective Sequential Model Selection](https://mlsanity.com/paper/1512.02565/) (2015)
- [Conditional Selective Inference for Robust Regression and Outlier Detection using Piecewise-Linear Homotopy Continuation](https://mlsanity.com/paper/2104.10840/) (2021)
- [Fast and More Powerful Selective Inference for Sparse High-order Interaction Model](https://mlsanity.com/paper/2106.04929/) (2021)
- [Exact Post Model Selection Inference for Marginal Screening](https://mlsanity.com/paper/1402.5596/) (2014)
- [CAD-DA: Controllable Anomaly Detection after Domain Adaptation by Statistical Inference](https://mlsanity.com/paper/2310.14608/) (2023)
- [Building a Reproducible Machine Learning Pipeline](https://mlsanity.com/paper/1810.04570/) (2018)

## Built on by (most cited first, 3 of 3)

- [Statistical Test for Saliency Maps of Graph Neural Networks via Selective Inference](https://mlsanity.com/paper/2505.16893/) (2025)
- [Automatic Statistical Test for Rationally Expressible Algorithms by Selective Inference, with Applications to Feature Selection](https://mlsanity.com/paper/2608.04667/) (2026)
- [Statistical Testing for Multiple Instance Learning via Selective Inference with Applications to Computational Pathology](https://mlsanity.com/paper/2609.31712/) (2026)

## Abstract (arXiv)

A data analysis pipeline is a structured sequence of steps that transforms raw data into meaningful insights by integrating various analysis algorithms. In this paper, we propose a novel statistical test to assess the significance of data analysis pipelines in feature selection problems. Our approach enables the systematic development of valid statistical tests applicable to any feature selection pipeline composed of predefined components. We develop this framework based on selective inference, a statistical technique that has recently gained attention for data-driven hypotheses. As a proof of concept, we consider feature selection pipelines for linear models, composed of three missing value imputation algorithms, three outlier detection algorithms, and three feature selection algorithms. We theoretically prove that our statistical test can control the probability of false positive feature selection at any desired level, and demonstrate its validity and effectiveness through experiments on synthetic and real data. Additionally, we present an implementation framework that facilitates testing across any configuration of these feature selection pipelines without extra implementation costs.
