Eigenfunction Approximation on High-dimensional OU processes (alpha_j = 2^j, r = 4) (test)
0.773SubR2 ScoreCV+RFF
Evaluation results
| Method | Links | |
|---|---|---|
| CV+RFFd=10, N=1000, prff=300, CV kernel=Matérn-5/22026.04 | 0.773 | |
| CV+RFFd=10, N=5000, prff=300, CV kernel=Matérn-5/22026.04 | 0.762 | |
| CV+RFFd=20, N=2000, prff=400, CV kernel=Gaussian2026.04 | 0.759 | |
| Uniform RFFd=10, N=1000, prff=300, CV kernel=Matérn-5/22026.04 | 0.492 | |
| Uniform RFFd=20, N=2000, prff=400, CV kernel=Gaussian2026.04 | 0.491 | |
| Uniform RFFd=10, N=5000, prff=300, CV kernel=Matérn-5/22026.04 | 0.49 |