Black Box FDR

Wesley Tansey; Yixin Wang; David M. Blei; Raul Rabadan

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arXiv · 1806.03143

Black Box FDR

Wesley Tansey·Yixin Wang·David M. Blei·Raul Rabadan

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Abstract

Analyzing large-scale, multi-experiment studies requires scientists to test each experimental outcome for statistical significance and then assess the results as a whole. We present Black Box FDR (BB-FDR), an empirical-Bayes method for analyzing multi-experiment studies when many covariates are gathered per experiment. BB-FDR learns a series of black box predictive models to boost power and control the false discovery rate (FDR) at two stages of study analysis. In Stage 1, it uses a deep neural network prior to report which experiments yielded significant outcomes. In Stage 2, a separate black box model of each covariate is used to select features that have significant predictive power across all experiments. In benchmarks, BB-FDR outperforms competing state-of-the-art methods in both stages of analysis. We apply BB-FDR to two real studies on cancer drug efficacy. For both studies, BB-FDR increases the proportion of significant outcomes discovered and selects variables that reveal key genomic drivers of drug sensitivity and resistance in cancer.

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Wesley Tansey, Yixin Wang, David M. Blei, Raul Rabadan. 2018-06-08. Black Box FDR. https://arxiv.org/abs/1806.03143

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