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UDFS Errors #69

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choltz95 opened this issue Feb 23, 2022 · 1 comment
Open

UDFS Errors #69

choltz95 opened this issue Feb 23, 2022 · 1 comment

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@choltz95
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choltz95 commented Feb 23, 2022 •
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UDFS.py L97: The additive parameter \lambda should be independent from gamma (introduced in eq 8 in the paper). It should probably default to something small. It's just used to make the covariance invertible.

Also, construction of S_i seems incorrect to me: UDFS.py L100: indexing on idx_new should be idx_new[:,q]?
@choltz95 choltz95 changed the title UDFS Error UDFS Errors Feb 23, 2022
@choltz95
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Follow-up: There are a few more issues with the implementation in this repo.

I put a working revision in Jax here: https://github.com/choltz95/structured-sparse-feature-selection/blob/main/fselect.py
Still needs validation against the original paper's results.

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