DIET: Conditional independence testing with marginal dependence measures of residual information. (arXiv:2208.08579v1 [stat.ME])

Conditional randomization tests (CRTs) assess whether a variable $x$ is
predictive of another variable $y$, having observed covariates $z$. CRTs
require fitting a large number of predictive models, which is often
computationally intractable. Existing solutions to reduce the cost of CRTs
typically split the dataset into a train and test portion, or rely on
heuristics for interactions, both of which lead to a loss in power. We propose
the decoupled independence test (DIET), an algorithm that avoids both of these …

arxiv diet information testing