ptl-si 0.1.0

PTL-SI: Statistical inference for high-dimensional regression after transfer learning

PTL-SI: Post-Transfer Learning Statistical Inference in High-Dimensional Regression

PTL-SI is a Python package designed for conducting valid statistical inference in high-dimensional regression (HDR) settings with transfer learning (TL). It implements selective inference methods to control the false positive rate (FPR) while maximizing the true positive rate (TPR) in feature selection after transfer learning.

Requirements & Installation

This package has the following requirements:

• numpy
• mpmath
• skglm
• scipy
• matplotlib
• statsmodels

This package can be installed using pip:

pip install ptl_si

We recommend to install or update anaconda to the latest version and use Python 3 (We used Python 3.11.4).