Ensemble Linear Subspace Analysis of High-Dimensional Data
Bibliographic record
Abstract
Regression models provide prediction frameworks for multivariate mutual information analysis that uses information concepts when choosing covariates (also called features) that are important for analysis and prediction. We consider a high dimensional regression framework where the number of covariates (p) exceed the sample size (n). Recent work in high dimensional regression analysis has embraced an ensemble subspace approach that consists of selecting random subsets of covariates with fewer than p covariates, doing statistical analysis on each subset, and then merging the results from the subsets. We examine conditions under which penalty methods such as Lasso perform better when used in the ensemble approach by computing mean squared prediction errors for simulations and a real data example. Linear models with both random and fixed designs are considered. We examine two versions of penalty methods: one where the tuning parameter is selected by cross-validation; and one where the final predictor is a trimmed average of individual predictors corresponding to the members of a set of fixed tuning parameters. We find that the ensemble approach improves on penalty methods for several important real data and model scenarios. The improvement occurs when covariates are strongly associated with the response, when the complexity of the model is high. In such cases, the trimmed average version of ensemble Lasso is often the best predictor.
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How this classification was reachedexpand
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 | 0.003 |
| 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) | 0.002 | 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 itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".