Questions tagged [oracle]
The oracle tag has no usage guidance.
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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/...
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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 ...
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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 ...
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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 & ...
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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 ...
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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, $\...
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