Questions tagged [oracle]

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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 ...
MZ75's user avatar
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3 votes
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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 ...
wzbillings's user avatar
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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 ...
adam's user avatar
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2 votes
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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 & ...
Joachim Schork's user avatar
1 vote
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Trade-off between explanation and prediction (adaptive lasso)

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, $\...
MZ75's user avatar
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