LinearPFN: Amortized Variable Selection for Linear Models with Interactions
Spike-and-slab regression is a standard Bayesian formulation of variable selection: it returns a posterior distribution over which candidate effects are active rather than a single selected subset, so that every candidate effect carries an inclusion probability. Its cost grows exponentially with the number of candidate...
Louis Schiekiera, Max Zimmer, Christophe Roux et al.
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