Repository navigation
constrained_lasso: second-round review fixes - #69
Merged
Merged
Conversation
1. Section 5: the three path algorithms trace the CLA's path once started at the exact first knot (Gaines et al. as shipped do not). 2. Section 1: the two encodings are the general one and the direct one for homogeneous constraints, not both needed (Appendix B). 3. Section 3: the penalty form's start includes the rows C S z <= h, which move it off z = 0 when some h_r < 0. 4. Section 2: inequality rows fit Markowitz's form as equality rows with a nonnegative slack, cited, instead of 'a standard extension'. 5. Scale: the cost ratios are the one set of results, not numbers, the script does not write. 6. Section 6: only the largest zero sum needed a retry, as cvxcla 2.6.0, which tried only the first relaxation, shows. 7. Section 1: the CLA gives exact paths or stops with an error. 8. Tables 3-5 follow the paragraphs that cite them. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
At the end of Section 6, in the style of Algorithm 1 and the companion note's 'When to use it': which encoding cvxcla.Lasso picks for which constraints, and what each costs - the budget form in one run for homogeneous equality rows with signs, the penalty form in one run from a nondegenerate start, two or more relaxed runs and a certificate for homogeneous rows with caps or rows, either form with p > n, and an error on two nearly identical columns. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
…ctions in Section 5 (#70) - Section 1 ends with a 'results at a glance' box: one row per kind of constraint tested, the encoding that takes it, the outcome, and the references that confirm it. Unnumbered, like Algorithm 1, so no table is renumbered. - Table 2 gains a constraint column, written by make_figures.py (CONSTRAINTS), and the paragraph that defined each problem in prose keeps only data, design and behaviour. - Section 5 has subsections: test problems and checks, accuracy, scale and cost, hostile problems, more predictors than observations, and three independent path algorithms. Co-authored-by: Claude Opus 5.5 <noreply@anthropic.com>
tschm
added a commit
that referenced
this pull request
Oct 25, 2026
main's tree equals 5ad2af3, already on this branch, so the branch's tree is kept. 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.
Fixes the eight points of the second-round editor's review of the constrained-LASSO note (after #68). These are text and layout only: no code or numbers change. It also adds a "When to use which encoding" box.
CSz ≤ h. With someh_r < 0they move the start offz = 0(the Floor case in Section 6)."When to use which encoding" box
A boxed summary at the end of Section 6, styled like Algorithm 1 and modelled on the companion LASSO note's "When to use it".
cvxcla.Lassomakes the choice itself; the box says what it picks for which constraints, and what each choice costs:Builds to 18 pages with no LaTeX warnings.
🤖 Generated with Claude Code