Lasso regression on Synthetic Lasso Problem D=50
0.0142Solution TimeShooting
Evaluation results
| Method | Links | ||
|---|---|---|---|
| ShootingImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.0142 | 2.485 | |
| ProjectionImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.0224 | 2.672 | |
| Iterated ridge regressionImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.0268 | 1.851 | |
| Sub-gradientsImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.0472 | 9.176 | |
| Smoothing (√x2 + ǫ)Implementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.083 | 4.916 | |
| Smoothing (integral sigmoid)Implementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.1088 | 4.421 | |
| Variational optimizationImplementation=MATLAB, Hardware=2.27GHz 4GB machine, Experiments=5002012.12 | 0.1269 | 3.791 |