2 papers
math.OC2023
When can you trust feature selection? -- II: On the effects of random data on condition in statistics and optimisation
Alexander Bastounis, Felipe Cucker, Anders C. Hansen
In Part I, we defined a LASSO condition number and developed an algorithm -- for computing support sets (feature selection) of the LASSO minimisation problem -- that runs in polyno…
math.OC2023
When can you trust feature selection? -- I: A condition-based analysis of LASSO and generalised hardness of approximation
Alexander Bastounis, Felipe Cucker, Anders C. Hansen
The arrival of AI techniques in computations, with the potential for hallucinations and non-robustness, has made trustworthiness of algorithms a focal point. However, trustworthine…