Repository navigation
constrained_lasso: say where the CLA alone falls short - #65
Merged
Merged
Conversation
Two wording fixes ahead of submission: - Section 1: the prediction that a portfolio CLA returns the knots with no change to its code fell short in two ways, not one. Besides the two defects fixed in cvxcla 2.6.0, degenerate starts need cvxcla.Lasso to run the CLA twice on a relaxed problem and combine the paths, outside the CLA. - Section 4: the penalty form cannot take a zero sum directly; it reaches one by relaxing the constraint, as Section 5 and Table 5 show. Compiles to 15 pages, no overfull lines. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
The cost ratios were measured on an Apple M4 Pro (as recorded in d48f37e); the text said only "one machine". Ratios travel better than times, but naming the machine lets a reproducer judge how far theirs differs. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Wording fixes ahead of the JRS submission, following #64.
cvxcla.Lassoto run the CLA twice on a relaxed problem and combine the paths, outside the CLA.Compiles to 15 pages, no overfull lines.
🤖 Generated with Claude Code