DeepROCK: Error-controlled interaction detection in deep neural networks
This addresses the challenge of applying DNNs in error-intolerant domains like scientific discovery by providing a systematic method for interaction detection, though it is incremental as it builds on existing knockoff and interaction importance techniques.
The paper tackles the problem of interpreting deep neural networks by detecting feature interactions with controlled confidence, introducing DeepROCK to jointly control false discovery rate and maximize statistical power, validated on simulated and real datasets.
The complexity of deep neural networks (DNNs) makes them powerful but also makes them challenging to interpret, hindering their applicability in error-intolerant domains. Existing methods attempt to reason about the internal mechanism of DNNs by identifying feature interactions that influence prediction outcomes. However, such methods typically lack a systematic strategy to prioritize interactions while controlling confidence levels, making them difficult to apply in practice for scientific discovery and hypothesis validation. In this paper, we introduce a method, called DeepROCK, to address this limitation by using knockoffs, which are dummy variables that are designed to mimic the dependence structure of a given set of features while being conditionally independent of the response. Together with a novel DNN architecture involving a pairwise-coupling layer, DeepROCK jointly controls the false discovery rate (FDR) and maximizes statistical power. In addition, we identify a challenge in correctly controlling FDR using off-the-shelf feature interaction importance measures. DeepROCK overcomes this challenge by proposing a calibration procedure applied to existing interaction importance measures to make the FDR under control at a target level. Finally, we validate the effectiveness of DeepROCK through extensive experiments on simulated and real datasets.