Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Model selection consistency in the high-dimensional regression setting can be achieved only if strong assumptions are fulfilled.  therefore suggest to pursue a different goal, which  call a minimal class of models. The minimal class of models includes models that are similar in their prediction accuracy but not necessarily in their elements.  suggest a random search algorithm to reveal candidate models. The algorithm implements simulated annealing while using a score for each predictor that  suggest to derive using a combination of the Lasso and the Elastic Net. The utility of using a minimal class of models is demonstrated in the analysis of two datasets.
['Daniel Nevo', "Ya'acov Ritov"]
I am writing a research paper on a idea Identifying a minimal class of models for high-dimensional data
[{"from": "human", "value": "I am writing a research paper on a idea Identifying a minimal class of models for high-dimensional data"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: Model selection consistency in the high-dimensional regression setting can be achieved only if strong assumptions are fulfilled.  therefore suggest to pursue a different goal, which  call a minimal class of models. The minimal class of models includes models that are similar in their prediction accuracy but not necessarily in their elements.  suggest a random search algorithm to reveal candidate models. The algorithm implements simulated annealing while using a score for each predictor that  suggest to derive using a combination of the Lasso and the Elastic Net. The utility of using a minimal class of models is demonstrated in the analysis of two datasets."}]