# Questions tagged [oracle]

The tag has no usage guidance.

12 questions
Filter by
Sorted by
Tagged with
68 views

### How could an oracle that knows the true distribution of things would still incur some errors?

The ideal model is an oracle that simply knows the true probability distribution that generates the data. Even such a model will still incur some error on many problems, because there may still be ...
150 views

### Why does it matter if we use an oracle estimator?

I read this question while studying adaptive LASSO, and while I think I have a decent understanding of the oracle property in theory, I am confused about what it means to use an oracle vs. non-oracle ...
• 621
171 views

### Word for the compliment of an ablation study: replacing estimated feature with perfect information

I need a word. We have ablation testing (or an ablation study, or ablation analysis) to quantify what happens if you remove a feature / component from a ML system. So one removes that feature/...
1 vote
278 views

### Why are oracle inequalities called that way?

The oracle property is an asymptotic property of an estimator, and is about variable selection: An estimator $\hat \beta_n$ satisfies the oracle property if in the limit of $n\to \infty$, the ...
• 2,789
348 views

### Parameter estimation and model selection consistencies

In a highly cited paper by Zhao (2006) it is stated that (Section 2) An estimate which is consistent in terms of parameter estimation does not necessarily consistently selects the correct model (or ...
• 1,169
4k views

### Oracle Inequality : In basic terms

I'm going through a paper that uses oracle inequality to prove something but I'm unable to understand what it is even trying to do. When I searched online about 'Oracle Inequality', some sources ...
• 171
47 views

### What is the relation between coefficients selected by an Oracle-procedure and significant coefficients?

As proved by Zou (2006), the adaptive LASSO enjoys the Oracle Property in the sense that it does variable selection as if it knew the true (sparse) model. However, in the early days, the standard ...
• 115
1 vote
166 views

The adaptive lasso penalises each coefficient differently by employing a weighted vector. Becuase of this modification from the original lasso, if combine with the additional conditions such as, \$\...
• 81
783 views

### Is lasso always outperformed by adaptive lasso?

I have been reading some papers and I understood that adaptive lasso has the Oracle properties which lasso lacks. Does that mean adaptive lasso always better than lasso (let's focus on the simple ...
• 81
1k views

### Lasso variable selection consistency: "irrepresentable condition" explained in a non-technical way?

I am currently using the lasso for variable selection. Based on random subsamples of my data, the selections differ a lot, i.e. the selection consistency is bad. Literature such as Meinshausen & ...
• 1,198