Autotune: fast, accurate, and automatic tuning parameter selection for Lasso
Fuente:
arXiv
Saved in:
| Main Authors: | Sadhukhan, Tathagata, Wilms, Ines, Smeekes, Stephan, Basu, Sumanta |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023)
by: Adamek, Robert, et al.
Published: (2023)
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)
by: Adamek, Robert, et al.
Published: (2022)
Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024)
by: Wegner, Enrico, et al.
Published: (2024)
Adaptively-weighted Nearest Neighbors for Matrix Completion
by: Sadhukhan, Tathagata, et al.
Published: (2025)
by: Sadhukhan, Tathagata, et al.
Published: (2025)
Two-Sided Nearest Neighbors: An adaptive and minimax optimal procedure for matrix completion
by: Sadhukhan, Tathagata, et al.
Published: (2024)
by: Sadhukhan, Tathagata, et al.
Published: (2024)
A Pathwise Coordinate Descent Algorithm for LASSO Penalized Quantile Regression
by: Kim, Sanghee, et al.
Published: (2025)
by: Kim, Sanghee, et al.
Published: (2025)
LARGE: A Locally Adaptive Regularization Approach for Estimating Gaussian Graphical Models
by: Nguyen, Ha, et al.
Published: (2026)
by: Nguyen, Ha, et al.
Published: (2026)
SMART Fine-tuning Factor Augmented Neural Lasso
by: Chai, Jinhang, et al.
Published: (2026)
by: Chai, Jinhang, et al.
Published: (2026)
Robust Matrix Completion for Discrete Rating-Scale Data: Coping with Fake Profiles in Recommender Systems
by: Archimbaud, Aurore, et al.
Published: (2024)
by: Archimbaud, Aurore, et al.
Published: (2024)
Accept-Reject Lasso
by: Liu, Yanxin, et al.
Published: (2025)
by: Liu, Yanxin, et al.
Published: (2025)
Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
by: Rombouts, Jeroen, et al.
Published: (2024)
by: Rombouts, Jeroen, et al.
Published: (2024)
Gower's similarity coefficients with automatic weight selection
by: D'Orazio, Marcello
Published: (2024)
by: D'Orazio, Marcello
Published: (2024)
Sparse outlier-robust PCA for multi-source data
by: Puchhammer, Patricia, et al.
Published: (2024)
by: Puchhammer, Patricia, et al.
Published: (2024)
A Stable Lasso
by: Nouraie, Mahdi, et al.
Published: (2025)
by: Nouraie, Mahdi, et al.
Published: (2025)
A cost-sensitive constrained Lasso
by: Blanquero, Rafael, et al.
Published: (2024)
by: Blanquero, Rafael, et al.
Published: (2024)
Adaptive Lasso, Transfer Lasso, and Beyond: An Asymptotic Perspective
by: Takada, Masaaki, et al.
Published: (2023)
by: Takada, Masaaki, et al.
Published: (2023)
Variational Markov chain mixtures with automatic component selection
by: Miles, Christopher E., et al.
Published: (2024)
by: Miles, Christopher E., et al.
Published: (2024)
The Contextual Lasso: Sparse Linear Models via Deep Neural Networks
by: Thompson, Ryan, et al.
Published: (2023)
by: Thompson, Ryan, et al.
Published: (2023)
Time-to-event prediction for grouped variables using Exclusive Lasso
by: Ravi, Dayasri, et al.
Published: (2025)
by: Ravi, Dayasri, et al.
Published: (2025)
Counterfactual Forecasting for Panel Data
by: Deb, Navonil, et al.
Published: (2025)
by: Deb, Navonil, et al.
Published: (2025)
A Hierarchical Variational Graph Fused Lasso for Recovering Relative Rates in Spatial Compositional Data
by: Teixeira, Joaquim Valerio, et al.
Published: (2025)
by: Teixeira, Joaquim Valerio, et al.
Published: (2025)
Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects
by: Kato, Masahiro
Published: (2024)
by: Kato, Masahiro
Published: (2024)
Exponential Lasso: robust sparse penalization under heavy-tailed noise and outliers with exponential-type loss
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Heavy Lasso: sparse penalized regression under heavy-tailed noise via data-augmented soft-thresholding
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
When accurate prediction models yield harmful self-fulfilling prophecies
by: van Amsterdam, Wouter A. C., et al.
Published: (2023)
by: van Amsterdam, Wouter A. C., et al.
Published: (2023)
Bayesian Pliable Lasso with Horseshoe Prior for Interaction Effects in GLMs with Missing Responses
by: Mai, The Tien
Published: (2025)
by: Mai, The Tien
Published: (2025)
Lasso Penalization for High-Dimensional Beta Regression Models: Computation, Analysis, and Inference
by: Ramezani, Niloofar, et al.
Published: (2025)
by: Ramezani, Niloofar, et al.
Published: (2025)
Simplifying debiased inference via automatic differentiation and probabilistic programming
by: Luedtke, Alex
Published: (2024)
by: Luedtke, Alex
Published: (2024)
Ranking by Lifts: A Cost-Benefit Approach to Large-Scale A/B Tests
by: Basu, Pallavi, et al.
Published: (2024)
by: Basu, Pallavi, et al.
Published: (2024)
Integrated path stability selection
by: Melikechi, Omar, et al.
Published: (2024)
by: Melikechi, Omar, et al.
Published: (2024)
Dirichlet Process-based Robust Clustering using the Median-of-Means Estimator
by: Basu, Supratik, et al.
Published: (2023)
by: Basu, Supratik, et al.
Published: (2023)
ACS: An interactive framework for conformal selection
by: Gui, Yu, et al.
Published: (2025)
by: Gui, Yu, et al.
Published: (2025)
Two-parameter superposable S-curves
by: S, Vijay Prakash
Published: (2025)
by: S, Vijay Prakash
Published: (2025)
Flexible variable selection in the presence of missing data
by: Williamson, B. D., et al.
Published: (2022)
by: Williamson, B. D., et al.
Published: (2022)
Learning to Explore with Lagrangians for Bandits under Unknown Linear Constraints
by: Das, Udvas, et al.
Published: (2024)
by: Das, Udvas, et al.
Published: (2024)
Higher-order accurate two-sample network inference and network hashing
by: Shao, Meijia, et al.
Published: (2022)
by: Shao, Meijia, et al.
Published: (2022)
Stability of a Generalized Debiased Lasso with Applications to Resampling-Based Variable Selection
by: Liu, Jingbo
Published: (2024)
by: Liu, Jingbo
Published: (2024)
Targeted tuning of random forests for quantile estimation and prediction intervals
by: Berkowitz, Matthew, et al.
Published: (2025)
by: Berkowitz, Matthew, et al.
Published: (2025)
Sparse minimum Redundancy Maximum Relevance for feature selection
by: Naylor, Peter, et al.
Published: (2025)
by: Naylor, Peter, et al.
Published: (2025)
Sparse-group boosting -- Unbiased group and variable selection
by: Obster, Fabian, et al.
Published: (2022)
by: Obster, Fabian, et al.
Published: (2022)
Similar Items
-
Sparse High-Dimensional Vector Autoregressive Bootstrap
by: Adamek, Robert, et al.
Published: (2023) -
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022) -
Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024) -
Adaptively-weighted Nearest Neighbors for Matrix Completion
by: Sadhukhan, Tathagata, et al.
Published: (2025) -
Two-Sided Nearest Neighbors: An adaptive and minimax optimal procedure for matrix completion
by: Sadhukhan, Tathagata, et al.
Published: (2024)