arXiv Machine Learning By Aryan Eftekhari, Daniel Sergio Vega, Ernst-Jan Camiel Wit, Olaf Schenk

The Regularization Parameter: Sparse Precision Matrix Estimation

Read the original on arXiv Machine Learning →

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.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

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