Conjecture that Simpson datasets are pathological for logistic regression
Conjecture that Simpson datasets are pathological for logistic regression
A Simpson dataset is a dataset exhibiting Simpson's paradox; a pathological regularization regime is a set of regularization parameters for which the trend obtained from a regularized regression is reversed compared with the dataset's true trend. Consider logistic regression with an intercept term. Pathological-regime conjecture. All datasets strictly exhibiting Simpson's paradox are pathological for logistic regression with an intercept term, meaning that they have a non-trivial pathological regularization regime. This conjecture is based on numerical experiments in which every sampled Simpson dataset was pathological, while approximately of sampled non-Simpson datasets were pathological; its general validity remains open.
Sources & referencesView supporting material
Primary source
Maximilian Wiesmann and Paul Larsen, “Pathological Regularization Regimes in Classification Tasks”, arXiv:2406.14731 (2024).
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