arXiv Statistics ML

Robust LassoNet: Enhancing Feature Selection in Neural Networks via Robust Loss Functions

arXiv Machine Learning
Jul 7

Adversarial LassoNet: Robust Feature Selection via Stability-Driven Sparse Learning

arXiv:2607. 03839v1 Announce Type: new Abstract: Sparse feature selection is critical for high-dimensional machine learning, yet traditional $\ell_1$-regularized methods are often brittle under observational noise and spurious correlations, leading to unstable feature supports and degraded generalization.

By Zhen Huang, Peicheng Xu, Junbiao Pang, Yulong Zheng
arXiv Machine Learning
Jul 27

Smart predict-then-robustly-optimize

arXiv:2607. 21773v1 Announce Type: new Abstract: In this paper, we propose and study a robust variant of the smart predict-then-optimize approach that accounts for prediction shifts due to disturbance in the covariate feature space.

By Aakil Caunhye, Xuefei Lu, Belen Martin-Barragan
arXiv Computer Vision
Sep 15

Sparsity-Adaptive Sharpness-Aware Minimization

The paper introduces Sparsity-Adaptive Sharpness-Aware Minimization (SA‑SAM), a method that adjusts the perturbation radius in sharpness-aware training to remain consistent as model sparsity increases. It also evaluates a Magnitude‑Weighted Hessian (MWH) importance metric derived from second‑order analysis. Experiments on CIFAR‑10‑C, CIFAR‑100‑C, and ImageNet‑100‑C show that SA‑SAM improves corruption robustness at 80–90% sparsity while maintaining clean accuracy, and the study reports inference throughput at deployment‑relevant sparsity levels.

By Shiryu Ueno, Yoshikazu Hayashi, Kunihito Kato
arXiv Machine Learning
Aug 4

Beyond Noise: A Hypothesis Testing Approach to Robust Feature Selection

arXiv:2511. 20851v3 Announce Type: replace-cross Abstract: Feature selection remains difficult in modern high-dimensional settings, and established methods such as Boruta and Recursive Feature Elimination are either computationally costly or lack a statistically justified stopping criterion for their importance scores.

By Mousam Sinha, Tirtha Sarathi Ghosh, Koushik Biswas, Ridam Pal
arXiv Statistics ML
Aug 31

Autotune: fast, accurate, and automatic tuning parameter selection for Lasso

The paper introduces μs’ autotune, an automatic tuning strategy for the Lasso that optimizes a penalized Gaussian log‑likelihood over regression coefficients and noise standard deviation. Extensive simulations on regression and VAR models show that autotune is faster and yields better generalization and model selection, especially in low signal‑to‑noise regimes. The method also delivers a new noise‑standard‑deviation estimator, a visual diagnostic for sparsity, and is demonstrated on a real‑world financial dataset, with an accompanying R package available on GitHub.

By Tathagata Sadhukhan, Ines Wilms, Stephan Smeekes, Sumanta Basu
arXiv Machine Learning
Sep 1

Robust Broad Learning System with Wave Loss for Classification under Data Uncertainty

The paper introduces Wave-BLS, a robust Broad Learning System that replaces the traditional squared error loss with an asymmetric, bounded, and smooth wave loss function. This change allows controlled penalization of large errors and eliminates the need for matrix inversion by using a Nesterov accelerated gradient scheme. Experiments on 30 UCI datasets show that Wave-BLS consistently outperforms classical BLS and other robust variants, with statistical tests confirming the significance of the improvements and demonstrating greater resilience to noise and outliers.

By Mushir Akhtar, A. Varshney, A. Quadir, A. Rahaman, M. Tanveer, Mohd. Arshad