This Pr provides an example where HSIC Lasso in not capble of selecting the relevant subset of feaatures. The example is with categorical variables and classification. Given $d$ independent variables $X_i$ with non-negative integer value the target is $Y = 1(X_1 = X_2)$.
Context
This Pr provides an example where HSIC Lasso in not capble of selecting the relevant subset of feaatures. The example is with categorical variables and classification. Given $d$ independent variables $X_i$ with non-negative integer value the target is $Y = 1(X_1 = X_2)$.
Checklist