Subset selection with shrinkage: Sparse linear modeling when the SNR is low

R Mazumder, P Radchenko… - Operations …, 2023‏ - pubsonline.informs.org
We study a seemingly unexpected and relatively less understood overfitting aspect of a
fundamental tool in sparse linear modeling—best subset selection—which minimizes the …

Cardinality minimization, constraints, and regularization: a survey

AM Tillmann, D Bienstock, A Lodi, A Schwartz - SIAM Review, 2024‏ - SIAM
We survey optimization problems that involve the cardinality of variable vectors in
constraints or the objective function. We provide a unified viewpoint on the general problem …

L0learn: A scalable package for sparse learning using l0 regularization

H Hazimeh, R Mazumder, T Nonet - Journal of Machine Learning Research, 2023‏ - jmlr.org
We present L0Learn: an open-source package for sparse linear regression and
classification using ℓ0 regularization. L0Learn implements scalable, approximate …

A minimax optimal approach to high-dimensional double sparse linear regression

Y Zhang, Z Li, S Liu, J Yin - Journal of Machine Learning Research, 2024‏ - jmlr.org
In this paper, we focus our attention on the high-dimensional double sparse linear
regression, that is, a combination of element-wise and group-wise sparsity. To address this …

Analysis of influencing factors of traffic accidents on urban ring road based on the SVM model optimized by Bayesian method

L Wang, M **ao, J Lv, J Liu - PLoS One, 2024‏ - journals.plos.org
Based on small scale sample of accident data from specific scenarios, fully exploring the
potential influencing factors of the severity of traffic accidents has become a key and …

[HTML][HTML] Optimal forecast reconciliation with time series selection

X Wang, RJ Hyndman, SL Wickramasuriya - European Journal of …, 2024‏ - Elsevier
Forecast reconciliation ensures forecasts of time series in a hierarchy adhere to aggregation
constraints, enabling aligned decision making. While forecast reconciliation can enhance …