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Standard knockoff generation #5

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kiaashour opened this issue Oct 3, 2020 · 0 comments
Open

Standard knockoff generation #5

kiaashour opened this issue Oct 3, 2020 · 0 comments
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@kiaashour
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enhancement New feature or request

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@kiaashour
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Currently, the standard knockoffs are generated from a (potentially) positive semi-definite covariance matrix, and as a result we can end up with trivial knockoffs (i.e. identical copies of the vectors in the embedding space).

This issue concerns:

  1. Printing the number of trivial knockoffs generated.
  2. Using more complex algorithms to generate a positive definite covariance matrix, and as a result avoid the issue of trivial knockoffs.
@kiaashour kiaashour added the enhancement New feature or request label Oct 3, 2020
@kiaashour kiaashour self-assigned this Oct 3, 2020
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