Fair point — lam is technically a hyperparameter. In practice I used lam=1e-3 (the default in the code) across all four models without tuning, and the gap to PCA is robust enough that small variations don't change the conclusion. So more accurately: "one hyperparameter with a benign default" rather than "no hyperparameters" — you're right I overstated.
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Fair point — lam is technically a hyperparameter. In practice I used lam=1e-3 (the default in the code) across all four models without tuning, and the gap to PCA is robust enough that small variations don't change the conclusion. So more accurately: "one hyperparameter with a benign default" rather than "no hyperparameters" — you're right I overstated.