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Record W3195611819 · doi:10.14288/1.0401386

On LASSO parameter sensitivity

2021· article· en· W3195611819 on OpenAlexaff
Aaron Berk

Bibliographic record

VenuecIRcle (University of British Columbia) · 2021
Typearticle
Languageen
FieldEarth and Planetary Sciences
TopicGeophysics and Gravity Measurements
Canadian institutionsUniversity of British Columbia
Fundersnot available
KeywordsSensitivity (control systems)Lasso (programming language)Computer scienceMathematicsEconometricsEngineering

Abstract

fetched live from OpenAlex

Compressed sensing (CS) is a paradigm in which a structured high-dimensional signal may be recovered from random, under-determined, corrupted linear measurements. LASSO programs are effective for solving CS problems due to their proven ability to leverage underlying signal structure. Three popular LASSO programs are equivalent in a sense and sometimes used interchangeably. Tuned by a governing parameter, each admits an optimal parameter choice yielding minimax order-optimal error. CS is well-studied, though theory for LASSO programs typically concerns this optimally tuned setting. However, the optimal parameter value for a LASSO program depends on properties of the data and is typically unknown in practical settings. Performance in empirical problems thus hinges on a program's parameter sensitivity: it is desirable that small variation about the optimal parameter choice begets small variation about the optimal risk. We examine the risk of three LASSO programs as a function of their governing parameters and further demonstrate that their parameter sensitivity can differ for the same data, thereby informing the selection of a LASSO program in practice. We prove a gauge-constrained program admits asymptotic cusp-like behaviour of its risk in the limiting low-noise regime; a residual-constrained program has asymptotically suboptimal risk for very sparse vectors (i.e., for any fixed parameter choice, the ratio of the risk to the optimally achievable risk grows unbounded). These results contrast observations about an unconstrained program with sufficiently large parameter. Our theory is supported with extensive numerical simulations, demonstrating the parameter sensitivity phenomenon for even modest dimensional parameters. We first analyze these risks for proximal denoising (PD), in which one directly observes signal plus noise (i.e., the measurement matrix is identity). There, we further reveal a data regime in which the unconstrained PD risk can be asymptotically suboptimal. We also show how our theory extends to analyze generalized LASSO programs for generalized CS. Finally, we extend a keystone of our theoretical analysis, the projection lemma. We generalize the result to an arbitrary Hilbert space and extend it from scaled projections to proximal mappings of a dilated gauge. We discuss applications and possible directions for these results.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.013
metaresearch head score (Gemma)0.074
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.013
Threshold uncertainty score0.071

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0130.074
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.001
Science and technology studies0.0010.006
Scholarly communication0.0030.004
Open science0.0020.005
Research integrity0.0030.007
Insufficient payload (model declined to judge)0.0030.001

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.

Opus teacher head0.012
GPT teacher head0.160
Teacher spread0.148 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

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".

Quick stats

Citations0
Published2021
Admission routes1
Has abstractyes

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