arXiv Machine Learning

A Robust Optimization Approach to Sparse Principal Component Analysis

arXiv:2606. 03553v1 Announce Type: cross Abstract: While principal component analysis (PCA) is a fundamental tool for dimensionality reduction, its dense representations make it ill-suited for high-dimensional data.

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
Jun 5

Anchor PCA

arXiv:2606. 06233v1 Announce Type: cross Abstract: Principal component analysis (PCA) is one of the most widely used unsupervised dimension reduction techniques.

By Benedikt Seiter, Anya Fries, Julius von K\"ugelgen, Jonas Peters
arXiv Machine Learning
Aug 11

A solvable high-dimensional model where nonlinear autoencoders learn structure invisible to PCA while test loss misaligns with generalization

arXiv:2602. 10680v2 Announce Type: replace-cross Abstract: Many real-world datasets contain hidden structure that cannot be detected by simple linear correlations between input features.

By Vicente Conde Mendes, Lorenzo Bardone, C\'edric Koller, Jorge Medina Moreira, Vittorio Erba, Emanuele Troiani, Lenka Zdeborov\'a
arXiv Machine Learning
Jul 7

Efficient Cross-Validation for Sparse Linear Regression

arXiv:2306. 14851v5 Announce Type: replace-cross Abstract: Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner.

By Ryan Cory-Wright, Andr\'es G\'omez
arXiv Machine Learning
Jul 15

Graph Regularized PCA

arXiv:2601. 10199v2 Announce Type: replace Abstract: Multivariate data often exhibit complex dependencies that violate the assumption of isotropic residual noise.

By Antonio Briola, Marwin Schmidt, Fabio Caccioli, Carlos Ros Perez, James Singleton, Christian Michler, Tomaso Aste