In high-dimensional data analysis, regularization methods pursuing sparsity and/or low rank have received a lot of attention recently. To provide a proper amount of shrinkage, it is typical to use a grid search and a model comparison criterion to find the optimal regularization parameters. However, we show that fixing the parameters across all folds may result in an inconsistency issue, and it is more appropriate to cross-validate projection-selection patterns to obtain the best coefficient estimate. Our in-sample error studies in jointly sparse and rank-deficient models lead to a new class of information criteria with four scale-free forms to bypass the estimation of the noise level. By use of an identity, we propose a novel scale-free calibration to help cross-validation achieve the minimax optimal error rate non-asymptotically. Experiments support the efficacy of the proposed methods.

This article presents the results of the first edition of the microRTS (μRTS) AI competition, which was hosted by the IEEE Computational Intelligence in Games (CIG) 2017 conference. The goal of the competition is to spur research on AI techniques for real-time strategy (RTS) games. In this first edition, the competition received three submissions, focusing on address- ing problems such as balancing long-term and short-term search, the use of machine learning to learn how to play against certain opponents, and finally, dealing with partial observability in RTS games.