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Record W4416967053 · doi:10.1080/10618600.2025.2596057

Robust Multi-Model Subset Selection

2025· article· en· W4416967053 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueJournal of Computational and Graphical Statistics · 2025
Typearticle
Languageen
FieldMathematics
TopicAdvanced Statistical Methods and Models
Canadian institutionsUniversity of British Columbia
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsOutlierSelection (genetic algorithm)Robustness (evolution)Robust statisticsCheminformaticsEstimatorCode (set theory)Source code

Abstract

fetched live from OpenAlex

Outlying observations can be challenging to handle and adversely affect subsequent analyses, especially in data with increasing dimensional complexity. Although outliers are not always undesired anomalies in the data and may possess valuable insights, only methods that are robust to outliers are able to accurately identify them and resist their influence. In this paper, we propose Robust Multi-Model Subset Selection (RMSS), a method that generates an ensemble of sparse and diverse predictive models that are resistant to outliers. We show that the ensembles generally outperform single-model sparse and robust methods. Cross-validation is used to tune parameters to control levels of sparsity, diversity and robustness. We establish the finite-sample breakdown point of the models generated by RMSS, including that of the Robust Best Subset Selection (RBSS) estimator as a special case. In addition, we develop a tailored computing algorithm to learn the ensemble by leveraging recent developments in l0 optimization. Our extensive numerical experiments on synthetic and artificially contaminated real datasets from bioinformatics and cheminformatics demonstrate the competitive advantage of our method over state-of-the-art single-model methods. The supplementary material contains all theoretical proofs, additional algorithmic and computational details, and the code and data to reproduce our numerical 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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.349
Threshold uncertainty score0.378

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.104
GPT teacher head0.407
Teacher spread0.304 · 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