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Research map / Learning theory and algorithms / Prediction and decision losses

Post-selection inference with HSIC-Lasso

ICML 2021 · Learning theory and algorithms › Prediction and decision losses · approach: Distributionally robust optimization · 3 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use HSIC-Lasso with selection-conditioned inference instead of choosing a fixed number of features by HSIC-orderingModel-free post-selection inference · Artificial data, M1-M4powerMixed
Use HSIC-Lasso PSI rather than linear-model PSIM4, with a cubic feature effect · Artificial data, M4powerHelped
Use HSIC-Lasso PSI rather than linear-model PSIM3, a linear data-generating process · Artificial data, M3powerHurt
Use the proposed selection-conditioned pivotHSIC-target testing · Artificial data, M1 and M2type-I error: 0.05No clear effect
Increase the number of screened featuresHSIC-Lasso PSI · High-dimensional feature screeningdownstream performanceHelped
Use an incomplete U-statistic estimator with a larger sizeHSIC-Lasso PSI · Artificial datapowerHelped
Use adaptive rather than vanilla Lasso regularizationHSIC-Lasso · Additional experimentsnumber of selected featuresHurt
Replace block estimation with incomplete U-statistic estimationHSIC-Lasso PSI · Artificial datacomputational costHurt
Use HSIC-Lasso selection instead of HSIC-orderingTurkish Student Dataset · Turkish Student Datasetnumber of selected featuresHelped

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