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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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81163244325 · Jun 202019922001200920172026
48 results for Stability Selection

This paper enhances stability selection by evaluating overall results robustness and identifying optimal regularization values.

problem Improving the robustness and reliability of high-dimensional variable selection.
method Developed a stability estimator to evaluate stability of stability selection results, calibrating key parameters.
result Identified optimal regularization value and improved stability of variable selection.

In variable or graph selection problems, finding a right-sized model or controlling the number of false positives is notoriously difficult. Recently, a meta-algorithm called Stability Selection was proposed that can provide reliable finite-sample control of the number of false positives. Its benefits were demonstrated …

2017-12-13abs ↗pdf ↗

Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criterion for the tuning parameter selection is proposed, which combines the strength of both stability selection and cross-validation and therefo…

2013-01-30abs ↗pdf ↗

New stability measures for similar features improve feature selection accuracy.

problem Existing stability measures fail to distinguish similar features in highly correlated datasets.
method Introduce new adjusted stability measures that consider feature similarities.
result One new stability measure considers highly similar features as interchangeable.

Paper proposes an unsupervised feature selection algorithm with stability guarantees.

problem Feature selection for dimension reduction and interpretability.
method Proposes a novel unsupervised feature selection algorithm with stability guarantees.
result The algorithm has superior generalization performance and stable selected features.

Proposes a new stability measure for model fitting on similar feature data sets.

problem Model fitting on data sets with similar features is challenging.
method Tuning hyperparameters in a multi-criteria fashion with predictive accuracy and feature selection stability.
result Our approach achieves similar or better predictive performance than single-criteria and stability selection approaches.

A new method for feature selection robust to noise and design variability.

problem Feature selection in high-dimensional regression under sampling variability and measurement error.
method Injects controlled additive noise into the design matrix, fits a base selector, and aggregates selection frequencies.
result Improved robustness compared to Stability Selection and standard base selectors.

Study stability of selective SSMs with discontinuous gating.

problem Challenges in stability analysis of selective SSMs with discontinuous gating.
method Passivity and Input-to-State Stability (ISS) analysis of continuous-time selective SSMs.
result Derivation of sufficient conditions for global ISS with respect to the port input.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

A novel weighted feature selection method using fuzzy sets improves classification accuracy and stability.

problem Improving feature selection accuracy and stability in machine learning models.
method Combination of four feature selection methods using fuzzy sets and bootstrap.
result Our method achieved significantly higher stability than individual methods.

New criterion selects optimal number of clusters based on stability.

problem Challenges in selecting optimal number of clusters in non-parametric clustering.
method Proposes a stability-based validation criterion combining between-cluster and within-cluster stability.
result Empirically demonstrates effectiveness in selecting optimal number of clusters.

Ensemble learning that can be used to combine the predictions from multiple learners has been widely applied in pattern recognition, and has been reported to be more robust and accurate than the individual learners. This ensemble logic has recently also been more applied in feature selection. There are basically two st…

2018-11-19abs ↗pdf ↗

Interpretable classification models are built with the purpose of providing a comprehensible description of the decision logic to an external oversight agent. When considered in isolation, a decision tree, a set of classification rules, or a linear model, are widely recognized as human-interpretable. However, such mode…

2018-10-22abs ↗pdf ↗

Differentially Private algorithms often need to select the best amongst many candidate options. Classical works on this selection problem require that the candidates' goodness, measured as a real-valued score function, does not change by much when one person's data changes. In many applications such as hyperparameter o…

2018-11-19abs ↗pdf ↗

A new family of penalty functions, adaptive to likelihood, is introduced for model selection in general regression models. It arises naturally through assuming certain types of prior distribution on the regression parameters. To study stability properties of the penalized maximum likelihood estimator, two types of asym…

2013-08-23abs ↗pdf ↗

EoS selectively shapes learning, affecting some groups more than others.

problem EoS affects learning differently across the data distribution.
method Branching intervention to enter or exit EoS regime, controlled perturbation to isolate mechanisms.
result EoS redistributes learning, amplifying progress on some groups and suppressing others.

Solar algorithm selects variables faster and more accurately in high-dimensional data.

problem Variable selection in high-dimensional data with high accuracy and stability.
method Subsample-ordered least-angle regression (solar) and its coordinate descent generalization (solar-cd) using L0L_0 norm solution path averaging.
result Solar selects variables with high accuracy and stability, reducing redundant variable selection.

reval package selects best clustering solutions via stability-based validation.

problem Challenges in determining best clustering solutions due to lack of validation methods.
method Stability-based relative clustering validation methods.
result Determines best clustering solutions that generalize to unseen data.

SPPCSO addresses multicollinearity in high-dimensional data, improving model stability and predictive accuracy.

problem Multicollinearity in high-dimensional data leads to unstable estimation and reduced predictive accuracy.
method SPPCSO integrates principal component regression and L1 regularization to adaptively adjust shrinkage factors.
result SPPCSO achieves stable and reliable estimation in high-noise settings, distinguishing signal variables from noise.

Solar improves variable selection in high-dimensional data with complicated dependence structures.

problem Variable selection in ultrahigh dimensional data with severe multicollinearity and grouping effect issues.
method Subsample-ordered least angle regression (Solar) for ultrahigh dimensional data.
result Solar yields substantial improvements in sparsity, stability, and accuracy of variable selection compared to traditional methods.

Paper introduces stability in model averaging and proposes a L2-penalty method.

problem Theoretical properties of model averaging from stability perspective.
method Introduces stability, defines asymptotic empirical risk minimizer, and proposes L2-penalty model averaging method.
result Proposed L2-penalty method ensures stability and consistency under reasonable conditions.

We introduce a notion of algorithmic stability of learning algorithms---that we term \emph{argument stability}---that captures stability of the hypothesis output by the learning algorithm in the normed space of functions from which hypotheses are selected. The main result of the paper bounds the generalization error of…

2017-02-28abs ↗pdf ↗

We develop methods to estimate lag and parameters for multiple stable autoregressive processes.

problem Estimating lag and parameters for multiple stable autoregressive processes with unknown lag.
method Use convex programming to simultaneously select lag and estimate parameters across multiple processes.
result The estimated process is stable, and forecasting errors can outperform known rates.

A fast, approximate method for variable selection in GLMs tackles correlated data.

problem Variable selection in generalized linear models with correlated data.
method Replica method of statistical mechanics and vector approximate message passing.
result The proposed algorithm provides fast convergence and high approximation accuracy.

New framework allows selective removal of stale data in option calibration.

problem Inability to remove old data from calibrated option pricing models without full retraining.
method Introduces operator-theoretic Gauss-Newton framework for selective forgetting.
result Provides stability guarantees and perturbation bounds for selective data removal.

Geometric stability measures neural network robustness, distinguishing from similarity metrics.

problem Lack of robustness in neural network representations.
method Introduces geometric stability, quantified by Shesha metric measuring self-consistency.
result Stability and similarity are uncorrelated, revealing distinct properties of neural network robustness.