On-device research index

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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2 results for “subsample-ordered”

Solar:

L_0

solution path averaging for fast and accurate variable selection in high-dimensional datastat.ML

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

L_0

norm solution path averaging.

result Solar selects variables with high accuracy and stability, reducing redundant variable selection.

variable selection high-dimensional data lasso path averaging subsample-ordered

2020-07-30abs ↗pdf ↗

Accuracy and stability of solar variable selection comparison under complicated dependence structuresstat.ML

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.

variable selection ultrahigh dimensional data multicollinearity grouping effect complicated dependence structures

2020-07-30abs ↗pdf ↗