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Barron and Cover’s Theory in Supervised Learning and its Application to Lasso

ICML 2016 · Bandits and online learning › Contextual bandits and Thompson sampling · approach: Ranking bandits · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
increase signal-to-noise ratio from 0.5 to 10Lasso regret bound · Gaussian random design, n=200, p=1000tightness of regret bound: about six times larger than 2d2H when SNR is 10Hurt
low SNR of 0.5Lasso regret bound · Gaussian random design, n=200, p=1000tightness of regret boundHelped
compare Bhattacharyya divergence d0.5 with 2 squared Hellinger distanceLasso · Simulation, 100 trialslossNo clear effect

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