A repository to reproduce the numerical results in the Derandomized Knockoffs paper.
We provide the code to exactly reproduce the numerical results in Section 3-5 of the paper. Based on the code,
we additionally develop an R package derandomKnock
, which will be constantly improved and udpated. We recommend the users to check
out the R package if they want to want to use the procedure.
R/
: contains the main functions that implement the variable selection procedures.simulations/
: contains the scripts to carry out the simulations.results/
: stores the result.bash/
: bash files to run the simulations.
Each script in the simulations/
folder implements one run of the simulation. The users can specify the amplitude and the seed when running the script.
For example, to implement one run of the small-scale experiment in Section 3 with amplitude 4 and seed 1, run the following command in your terminal:
Rscript ./simulations/pfer_small.R 4 1
The results presented in the paper are averaged over multiple runs. The user can use the bash file in bash/
to automatically
implement multiple runs of the simulation. But note that it may take a long time if it is run on a laptop. To use the bash file,
run the following code in your terminal:
bash ./bash/run_all.sh