Questions tagged [oracle]

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22 votes
3 answers
24k views

Lasso vs. adaptive Lasso

LASSO and adaptive LASSO are two different things, right? (To me, the penalties look different, but I'm just checking whether I miss something.) When you generally speak about elastic net, is the ...
Mr Validation's user avatar
31 votes
2 answers
19k views

What is the oracle property of an estimator?

What is the oracle property of an estimator? What modelling goals is the oracle property relevant for (predictive, explanatory, ...)? Both theoretically rigorous and (especially) intuitive ...
Richard Hardy's user avatar