ChongruiYang
commented
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在统计与机器学习中,oracle property是指一个估计量在某些条件下可以达到理想状态的性质。具体而言:
所以,在统计学习中,具有oracle property的估计量在理论上具有以下优点:
1)可以在有限样本下产生无偏稳定的估计,并在样本量增加时收敛到真实值。这使得该估计量在统计上是有效的。 2)可以在训练过程中实现真正有意义的变量选择。这使得该估计量产生的模型更加精简和可解释。 3)由于选择出的变量具有真正的预测力,该估计量的预测性能优于包含较多无关变量的模型。这特别适用于高维数据场景。 4)具有更强的可扩展性。由于实现了变量选择,在特征空间维度较高时,该估计量的计算复杂度不会呈指数增长。
典型的具有oracle property的估计量有: