Reformat the gaussian conditional sampler #366

lionelkusch · 2025-08-29T11:36:19Z

I reformat the Gaussian estimation of knockoff in the format of classes, as conditional sampling.
I moved all the conditional samplers into statistical_tool.

codecov · 2025-08-29T11:48:00Z

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 99.38%. Comparing base (894ff9d) to head (53b36d9).

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #366      +/-   ##
==========================================
- Coverage   99.43%   99.38%   -0.06%     
==========================================
  Files          22       20       -2     
  Lines        1247     1140     -107     
==========================================
- Hits         1240     1133     -107     
  Misses          7        7

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bthirion

Thx for this refactoring. I have two relatively minor comments.

src/hidimstat/statistical_tools/gaussian_distribution.py

test/statistical_tools/test_gaussian_distribution.py

jpaillard

Thanks, I agree that having both samplers implemented as classes makes sense.

src/hidimstat/statistical_tools/gaussian_knockoffs.py

test/statistical_tools/test_gaussian_knockoffs.py

src/hidimstat/statistical_tools/gaussian_knockoffs.py

jpaillard

I think it limits extra work to integrate the test in this PR rather than having to fix something in an upcoming one. I made a suggestion for the tests.

test/statistical_tools/test_gaussian_knockoffs.py

Co-authored-by: Joseph Paillard <[email protected]>

bthirion

The PR is almost ready to merge

src/hidimstat/statistical_tools/gaussian_knockoffs.py

test/statistical_tools/test_gaussian_knockoffs.py

bthirion · 2025-09-05T08:52:24Z

test/statistical_tools/test_gaussian_knockoffs.py

+    d = np.eye(n)
+    sigma = u * d * u.T
+    _s_equi(sigma)
+


final assert ?

I did one test, tell me if it's ok.

Sorry, I mean that we should either drop lines 62-67 or add a finall assert.

I add a final assertion. I just want to check it.

@bthirion Can you check the assertion?

Co-authored-by: bthirion <[email protected]>

lionelkusch · 2025-09-24T13:45:12Z

This PR need to be done after the PR PR

jpaillard · 2025-10-10T14:19:15Z

src/hidimstat/statistical_tools/conditional_sampling.py

Can you add to the user guide a brief explanation of what goes in statistical_tools, to help developers navigate the folder organisation.

done. I provide a very short explanation which should be completed in another PR.

jpaillard · 2025-10-10T14:33:01Z

src/hidimstat/statistical_tools/gaussian_knockoffs.py

+        self,
+        X: np.ndarray = None,
+        y: np.ndarray = None,
+        n_samples: int = 1,


Something is unclear here: IIUC, GaussianKnockoffs replaces gaussian_knockoff_generation and should therefore output $\tilde X$ of shape n_samples x n_features.
However, I have the impression that the n_samples specified here is meant to be the number of repeats in knockoffs generation similar to n_boostraps that calls multiple times repeat_gaussian_knockoff_generation

Also there should not be a y argument

And for the docstring of X, it should be the full input data no?

I just copied the signature of ConditonalSampler in order to have some equivalence and homogenisation of the API.
I know that the context is a bit different and the result will be different but I feel that it's better to keep it this link.

.

lionelkusch added 5 commits August 29, 2025 13:20

gaussian distribution reformat

190300d

fix knockoff

b576522

move conditional sampler in statistical tools

8f4e032

move test from knockoff

9429418

move test in right folder

81f2fb0

This was referenced Aug 29, 2025

Add Conditional Randomization Test #359

Draft

API 2: Model X knockoff #367

Draft

lionelkusch added 3 commits August 29, 2025 18:51

remove gaussian

17eabee

remove unsed import

0bac34a

fix center to knockoff

b965f13

bthirion reviewed Aug 30, 2025

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lionelkusch added 2 commits September 1, 2025 13:33

Change name of GaussianDistribution

7e29c97

remove parameter assumed_centerd of tests

8654269

jpaillard reviewed Sep 3, 2025

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src/hidimstat/statistical_tools/gaussian_knockoffs.py Outdated Show resolved Hide resolved

test/statistical_tools/test_gaussian_knockoffs.py Show resolved Hide resolved

change the way of using the randomgenerator

afe9915

jpaillard reviewed Sep 4, 2025

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jpaillard reviewed Sep 4, 2025

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lionelkusch and others added 5 commits September 4, 2025 11:23

Apply suggestions from code review

bd3b77a

Co-authored-by: Joseph Paillard <[email protected]>

reformat docstring

d8e9f5c

Update test/statistical_tools/test_gaussian_knockoffs.py

013bd63

Co-authored-by: Joseph Paillard <[email protected]>

improve tests

140dc6e

Merge branch 'main' into PR_gaussian_reformat

7d04afd

bthirion reviewed Sep 5, 2025

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lionelkusch and others added 3 commits September 5, 2025 11:16

Apply suggestions from code review

d26ce91

Co-authored-by: bthirion <[email protected]>

add assert

87c4e6e

fix tests

90f8455

jpaillard previously approved these changes Sep 5, 2025

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Improve test

785eebc

Merge branch 'main' into PR_gaussian_reformat

72eb6e8

lionelkusch added the API 2 Refactoring following the second version of API label Sep 9, 2025

lionelkusch added 2 commits September 9, 2025 10:20

remove not necessary test

22bdd4b

Update the conditioal sampler for new fit signature

9429c2a

lionelkusch marked this pull request as draft September 24, 2025 13:44

lionelkusch added 6 commits October 10, 2025 14:52

Merge branch 'main' into PR_gaussian_reformat

846f1ca

fix test

4dfd677

fix isort

c5e1e76

fix examples

45bb053

fix documentation

7e73c2a

fix documentation

8936703

lionelkusch marked this pull request as ready for review October 10, 2025 14:06

lionelkusch requested review from bthirion and jpaillard October 10, 2025 14:07

jpaillard reviewed Oct 10, 2025

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lionelkusch added 3 commits October 10, 2025 16:48

update the user guide.

03f914c

try to fix the end of file

a18fa8f

Merge branch 'main' into PR_gaussian_reformat

53b36d9

Reformat the gaussian conditional sampler #366

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