Sparse Regression Distilled from a Single Robust Fit
arXiv:2609.23937v1 Announce Type: new Abstract: Robust linear fits can resist response contamination yet remain too dense or unstable for useful global explanations. We propose penalized distillation, which fits a smoothly clipped absolute deviation (SCAD) estimator to a robust initial estimator's…
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- 2026-09-22 04:00 · arXiv stat.ML
Sparse Regression Distilled from a Single Robust Fit