Lasso Regression on Synthetic Lasso Problem D=200
0.0676Solution TimeShooting
Evaluation results
| Method | Links | ||
|---|---|---|---|
| ShootingImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.0676 | 2.656 | |
| Variational optimizationImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.1308 | 1.923 | |
| Iterated ridge regressionImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.1645 | 4.004 | |
| ProjectionImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.3121 | 5.325 | |
| Smoothing (√x2 + ǫ)Implementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 1.1385 | 1.471 | |
| Smoothing (integral sigmoid)Implementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 1.2305 | 2.638 | |
| Sub-gradientsImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 1.3478 | 6.038 |