Variable Selection for Feature-Based Newsvendor

arXiv:2609.01544 · stat.ML, cs.LG · Submitted 2026-09-01 · Read on arXiv

stat.ML, cs.LG

Submitted: 2026-09-01

Updated: 2026-09-01

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Sparsity — 26× in this paper · explained in 4 episodes
• Regularization — 17× in this paper · explained in 3 episodes
• Interpretability — 4× in this paper · explained in 15 episodes
• Accuracy — 2× in this paper · explained in 1 episode
• Computational Tractability — 2× in this paper · explained in 2 episodes
• Hilbert Space — 2× in this paper · explained in 2 episodes
• Ambient Dimension — 1× in this paper · explained in 1 episode
• Benchmark — 1× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• Feature Selection — 1× in this paper · explained in 4 episodes
• Reproducing Kernel Hilbert Space (RKHS) — 1× in this paper · explained in 3 episodes
• Robustness — 1× in this paper · explained in 5 episodes
• Sample Complexity — 1× in this paper · explained in 15 episodes
• Signal-to-noise ratio (SNR) — 1× in this paper · explained in 2 episodes

Sources

• Efficient Cross-Validation for Sparse Linear Regression
• Stability Regularized Cross-Validation
• Variable Selection for Kernel Two-Sample Tests

Related papers

• Behavior of prediction performance metrics with rare events
• Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
• A Posterior-Dynamics Framework for Imaging Inverse Problems with Pretrained Diffusion Priors
• One Permutation Is All You Need: Fast, Deterministic Feature Importance and Model Stress-Testing
• Online Conformal Prediction for Non-Exchangeable Panel Data
• Deep Time-Series Forecasting in 10 Years: A Survey