A Taylor-expansion method derives feature coefficients from a compressing feature and compares them with ridge and PLS regularization paths, revealing how coefficients move from variance-dominated to nonlinearity-approximating shapes.
Chueh, Martin Z
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Interpretation of High-Dimensional Regression Coefficients by Comparison with Linearized Compressing Features
A Taylor-expansion method derives feature coefficients from a compressing feature and compares them with ridge and PLS regularization paths, revealing how coefficients move from variance-dominated to nonlinearity-approximating shapes.