dorsal/arxiv
View SchemaModel-Agnostic and Uncertainty-Aware Dimensionality Reduction in Supervised Learning
| Authors | Yue Yu, Guanghui Wang, Liu Liu, Changliang Zou |
|---|---|
| Categories | |
| ArXiv ID | 2601.10357vv1 |
| URL | https://arxiv.org/abs/2601.10357 |
| License | http://arxiv.org/licenses/nonexclusive-distrib/1.0/ |
Abstract
Dimension reduction is a fundamental tool for analyzing high-dimensional data in supervised learning. Traditional methods for estimating intrinsic order often prioritize model-specific structural assumptions over predictive utility. This paper introduces predictive order determination (POD), a model-agnostic framework that determines the minimal predictively sufficient dimension by directly evaluating out-of-sample predictiveness. POD quantifies uncertainty via error bounds for over- and underestimation and achieves consistency under mild conditions. By unifying dimension reduction with predictive performance, POD applies flexibly across diverse reduction tasks and supervised learners. Simulations and real-data analyses show that POD delivers accurate, uncertainty-aware order estimates, making it a versatile component for prediction-centric pipelines.
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"date_modified": "2026-02-17T05:53:23.979000Z",
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"abstract": "Dimension reduction is a fundamental tool for analyzing high-dimensional data in supervised learning. Traditional methods for estimating intrinsic order often prioritize model-specific structural assumptions over predictive utility. This paper introduces predictive order determination (POD), a model-agnostic framework that determines the minimal predictively sufficient dimension by directly evaluating out-of-sample predictiveness. POD quantifies uncertainty via error bounds for over- and underestimation and achieves consistency under mild conditions. By unifying dimension reduction with predictive performance, POD applies flexibly across diverse reduction tasks and supervised learners. Simulations and real-data analyses show that POD delivers accurate, uncertainty-aware order estimates, making it a versatile component for prediction-centric pipelines.",
"arxiv_id": "2601.10357",
"authors": [
"Yue Yu",
"Guanghui Wang",
"Liu Liu",
"Changliang Zou"
],
"categories": [
"stat.ME",
"math.ST",
"stat.TH"
],
"license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
"title": "Model-Agnostic and Uncertainty-Aware Dimensionality Reduction in Supervised Learning",
"url": "https://arxiv.org/abs/2601.10357",
"version": "v1"
},
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"type": "Model",
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