Univariate-Guided Interaction Modeling
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arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915703011934208 |
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| author | Echarghaoui, Aymen Tibshirani, Robert |
| author_facet | Echarghaoui, Aymen Tibshirani, Robert |
| contents | We propose a procedure for sparse regression with pairwise interactions, by generalizing the Univariate Guided Sparse Regression (UniLasso) methodology. A central contribution is our introduction of a concept of univariate (or marginal) interactions. Using this concept, we propose two algorithms -- uniPairs and uniPairs-2stage -- , and evaluate their performance against established methods, including Glinternet and Sprinter. We show that our framework yields sparser models with more interpretable interactions. We also prove support recovery results for our proposal under suitable conditions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_14413 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Univariate-Guided Interaction Modeling Echarghaoui, Aymen Tibshirani, Robert Methodology 62J07 We propose a procedure for sparse regression with pairwise interactions, by generalizing the Univariate Guided Sparse Regression (UniLasso) methodology. A central contribution is our introduction of a concept of univariate (or marginal) interactions. Using this concept, we propose two algorithms -- uniPairs and uniPairs-2stage -- , and evaluate their performance against established methods, including Glinternet and Sprinter. We show that our framework yields sparser models with more interpretable interactions. We also prove support recovery results for our proposal under suitable conditions. |
| title | Univariate-Guided Interaction Modeling |
| topic | Methodology 62J07 |
| url | https://arxiv.org/abs/2512.14413 |