GEMSS: A Variational Bayesian Method for Discovering Multiple Sparse Solutions in Classification and Regression Problems
arXiv:2602.08913v1 Announce Type: cross Abstract: Selecting interpretable feature sets in underdetermined ($n ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct sparse subsets may explain the response equally well. Identifying these alternatives is crucial for generating domain-specific insights into the underlying mechanisms, yet conventional methods typically isolate a single solution, obscuring the full spectrum of plausible explanations. We present GEMSS (Gaussian Ensemble for Multiple […]