msPCA: An R Package for Sparse PCA with Multiple Components
arXiv:2607. 05229v1 Announce Type: cross Abstract: We present msPCA: an open-source R package for sparse principal component analysis with multiple components.
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. 05229v1 Announce Type: cross Abstract: We present msPCA: an open-source R package for sparse principal component analysis with multiple components.
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:2602. 14656v2 Announce Type: replace Abstract: Orthogonality constraints are ubiquitous in robust and probabilistic machine learning.
arXiv:2607. 24145v1 Announce Type: new Abstract: Feature selection aims to identify the most informative and relevant features for a given dataset, either in terms of capturing the underlying data structure and distribution better, or with respect to the performance on a downstream task.
arXiv:2510. 00566v4 Announce Type: replace-cross Abstract: Approximate Nearest-Neighbor Search (ANNS) pipelines for high-dimensional neural embeddings spend the bulk of their query time in candidate verification, making it the primary bottleneck in the search process.
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. 17425v1 Announce Type: new Abstract: Sparse autoencoders (SAEs) compress model activations into sparse codes, but equal reconstruction error and sparsity can preserve different linearly decodable signals.
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:2601. 10199v2 Announce Type: replace Abstract: Multivariate data often exhibit complex dependencies that violate the assumption of isotropic residual noise.
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.
arXiv:2405. 03063v3 Announce Type: replace-cross Abstract: We propose a generalized debiased Lasso estimator based on a stability principle.
arXiv:2606. 07954v1 Announce Type: cross Abstract: Training large language models (LLMs) on heterogeneous data requires selecting minibatches that balance convergence speed with coverage across domains.