arXiv Machine Learning

The Relative Instability of Model Comparison with Cross-validation

arXiv:2508. 04409v3 Announce Type: replace-cross Abstract: Cross-validation (CV) is known to provide asymptotically exact tests and confidence intervals for model improvement but only when the model comparison is relatively stable.

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 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 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