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Barron and Cover’s Theory in Supervised Learning and its Application to Lasso
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| increase signal-to-noise ratio from 0.5 to 10 | Lasso regret bound · Gaussian random design, n=200, p=1000 | tightness of regret bound: about six times larger than 2d2H when SNR is 10 | Hurt |
| low SNR of 0.5 | Lasso regret bound · Gaussian random design, n=200, p=1000 | tightness of regret bound | Helped |
| compare Bhattacharyya divergence d0.5 with 2 squared Hellinger distance | Lasso · Simulation, 100 trials | loss | No clear effect |
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