{"paper":{"title":"Horseshoe Regularization for Feature Subset Selection","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.CO"],"primary_cat":"stat.ML","authors_text":"Anindya Bhadra, Brandon Willard, Jyotishka Datta, Nicholas G. Polson","submitted_at":"2017-02-23T21:37:06Z","abstract_excerpt":"Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of all models. A recent area of considerable interest is to develop efficient algorithms to fit models with a non-convex $\\ell_\\gamma$ penalty for $\\gamma\\in (0,1)$, which results in sparser models than the convex $\\ell_1$ or lasso penalty, but is harder to fit. We propose an alternative, termed the horseshoe regularization penalty for feature subset selection,"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1702.07400","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}