Sensitivity of ℓ1 minimization to parameter choice
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Bibliographic record
Abstract
Abstract The use of generalized Lasso is a common technique for recovery of structured high-dimensional signals. There are three common formulations of generalized Lasso; each program has a governing parameter whose optimal value depends on properties of the data. At this optimal value, compressed sensing theory explains why Lasso programs recover structured high-dimensional signals with minimax order-optimal error. Unfortunately in practice, the optimal choice is generally unknown and must be estimated. Thus, we investigate stability of each of the three Lasso programs with respect to its governing parameter. Our goal is to aid the practitioner in answering the following question: given real data, which Lasso program should be used? We take a step towards answering this by analysing the case where the measurement matrix is identity (the so-called proximal denoising setup) and we use $\ell _{1}$ regularization. For each Lasso program, we specify settings in which that program is provably unstable with respect to its governing parameter. We support our analysis with detailed numerical simulations. For example, there are settings where a 0.1% underestimate of a Lasso parameter can increase the error significantly and a 50% underestimate can cause the error to increase by a factor of $10^{9}$.
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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 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 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