Hey everyone! 👋 I wanted to share something I've been working on recently. I've been exploring feature selection in high-dimensional datasets, particularly a problem where a feature can be genuinely important to the target but still have little or even zero marginal correlation with it. This becomes especially interesting when predictors are highly correlated. While exploring this, I came across a research paper by Tanaka and Matsui (2023) on Truncated Preconditioned Profiled Independence Screening (TPPIS). I decided to implement the method as an open-source Python library so it would be easier to experiment with and use in actual ML workflows. The package includes TPPIS along with baseline methods such as SIS, FPSIS, FPSIS-BIC, and PPIS, with scikit-learn compatibility. One interesting result from reproducing the paper's first simulation example was that TPPIS recovered the hidden predictor in all 50 runs, while SIS failed to recover it in every run under that specific setup. Obviously, that's just one simulation setting, and I'd like to see how the implementation behaves on other datasets too. If you're interested in feature selection, ML research, statistics, or working with high-dimensional data, I'd genuinely love to hear your thoughts. Here are the links if you'd like to explore it: 📄 Original paper: https://arxiv.org/abs/2306.05702 📦 GitHub: https://github.com/Mohammed-Aswath/tppis 📚 Documentation: https://mohammed-aswath.github.io/tppis/ 🐍 PyPI: https://pypi.org/project/tppis/ I've also shared a post about the project on LinkedIn, with a visual explanation of the problem and the simulation results. Here is the linked post link : https://lnkd.in/p/drWPGSpP I'm sharing this here because I'd like to learn from people who might approach the problem differently, try it on their own datasets, or spot limitations I've missed. Feedback and constructive criticism are very welcome!