Gradient-induced Model-free Variable Selection with Composite Quantile Regression
Why this work is in the frame
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Bibliographic record
Abstract
Variable selection is central to sparse modeling, and many methods have been proposed under various model assumptions. Most existing methods are based on an explicit functional relationship, while we are concerned with a model-free variable selection method that attempts to identify informative variables that are related to the response by simultaneously examining the sparsity in multiple conditional quantile functions. It does not require specification of the underlying model for the response. The proposed method is implemented via an efficient computing algorithm that couples the majorize-minimization algorithm and the proximal gradient descent algorithm. Its asymptotic estimation and variable selection consistencies are established, without explicit model assumptions, that assure the truly informative variables are correctly identified with high probability. The effectiveness of the proposed method is supported by a variety of simulated and real-life examples.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.005 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.001 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it