A Mathematical Optimization Approach for Expert-Informed Bayesian Best Subset Selection

arXiv:2606.29516 · cs.LG, stat.ML · Submitted 2026-06-28 · Read on arXiv

Nolan Alexander, Henning Mortveit

cs.LG, stat.ML

Submitted: 2026-06-28

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

Terminology

• Lasso — 16× in this paper · explained in 2 episodes
• Feature Selection — 10× in this paper · explained in 4 episodes
• Pairwise Comparisons — 8× in this paper · explained in 2 episodes
• Regularization — 8× in this paper · explained in 3 episodes
• Expert-Implied Bayesian Best Subsets — 4× in this paper
• Objective Function — 4× in this paper · explained in 2 episodes
• Accuracy — 3× in this paper · explained in 1 episode
• Generalization — 3× in this paper · explained in 14 episodes
• Benchmark — 2× in this paper · explained in 2 episodes
• Mixed-Integer Optimization (MIO) — 2× in this paper · explained in 2 episodes
• Papers — 2× in this paper · explained in 3 episodes
• Sparsity — 2× in this paper · explained in 5 episodes
• Bayesian Framework — 1× in this paper · explained in 3 episodes
• Bayesian Inference — 1× in this paper · explained in 6 episodes
• Combinatorial Optimization — 1× in this paper · explained in 2 episodes
• Consistency — 1× in this paper · explained in 3 episodes
• F1 Score — 1× in this paper · explained in 4 episodes
• Interpretability — 1× in this paper · explained in 15 episodes
• Markov Chain Monte Carlo — 1× in this paper
• Mutual Information — 1× in this paper · explained in 2 episodes
• Redundancy — 1× in this paper · explained in 2 episodes

Sources

• LLM-Lasso: A Robust Framework for Domain-Informed Feature Selection and Regularization

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