Certified Risk Allocation on Synthetic nC=100 (random)
0Alpha_opIdentity
Evaluation results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| Identitydelta (δ)=0.1, eta (η)=0, epsilon (ε)=0.2, calibration length (nC)=100, splits=1002026.06 | 0 | — | 91 | 0.899 | — | — | |
| Local Poolingdelta (δ)=0.1, eta (η)=0, epsilon (ε)=0.2, calibration length (nC)=100, splits=1002026.06 | 0.1 | 77 | 90.9 | 0.897 | 98.4 | 93.9 | |
| Global Poolingdelta (δ)=0.1, eta (η)=0, epsilon (ε)=0.2, calibration length (nC)=100, splits=1002026.06 | 0.14 | 77 | 91 | 0.9 | 97 | 90.7 | |
| VO-DSdelta (δ)=0.1, eta (η)=0, epsilon (ε)=0.2, calibration length (nC)=100, splits=1002026.06 | 0.14 | 77 | 91 | 0.9 | 97 | 90.7 |