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

The Complete Lasso Tradeoff Diagram

NeurIPS 2020 · Learning theory and algorithms › Prediction and decision losses · approach: Distributionally robust optimization · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Increase the noise level from 0 toward sufficiently large valuesLasso · Simulated Lasso tradeoff diagramsFDPHurt
Use an i.i.d. Cauchy design instead of the Gaussian design assumptionsLasso · Simulated tradeoff diagram, k/p=0.3, n/p=0.7FDP lower boundaryHurt
Use a Gaussian design with AR(0.05) covariance or an i.i.d. Bernoulli(0.5) designLasso · Simulated tradeoff diagram, k/p=0.3, n/p=0.7Tradeoff diagram agreementNo clear effect

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