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.
arXiv:2607. 07735v1 Announce Type: cross Abstract: Sparse precision matrix estimation provides an interpretable and computationally efficient framework for modeling conditional dependencies in high-dimensional, low-sample-size data.
arXiv:2608. 17466v1 Announce Type: cross Abstract: Regularized sparse regression has been extensively studied in the offline setting, but online formulation remains relatively under-explored.
arXiv:2602. 08913v3 Announce Type: replace Abstract: In underdetermined regression and classification problems, multiple feature subsets often yield equivalent predictive performance.
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: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.
arXiv:2606. 08797v1 Announce Type: cross Abstract: Decision-focused learning has shown great promise for addressing predict-then-optimize problems, particularly in the presence of under-specified models.
arXiv:2510. 11546v3 Announce Type: replace-cross Abstract: High-dimensional regression often suffers from heavy-tailed noise and outliers, which can severely undermine the reliability of least-squares based methods.
arXiv:2607. 00995v1 Announce Type: cross Abstract: Most existing multitask learning approaches are limited by their reliance on task-specific loss functions tailored to the scale and type of each outcome.
arXiv:2508. 08517v2 Announce Type: replace-cross Abstract: Surrogate modeling for systems with high-dimensional quantities of interest remains challenging, particularly when training data are costly to acquire.
arXiv:2607. 23198v1 Announce Type: new Abstract: We propose Variance-Preserving Orthogonal Selection (VPOS), a greedy framework for unsupervised feature selection that operates in the weighted PCA loading space.
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.
arXiv:2608. 17573v1 Announce Type: cross Abstract: In high-dimensional online prediction, the best predictor may depend on only a few features, so regret should scale with sparsity rather than the ambient dimension.