Linear Regression on Equi-correlation Sigma_a (r=0.1)
100Covariance Coverage (%)Sketched Newton Method
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd=100, tau=∞, Estimator variant=tilde Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=∞, Estimator variant=hat Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=hat Xi_t2025.02 | 98 | 0.075 | |
| Sketched Newton Methodd=20, tau=10, Estimator variant=hat Xi_t2025.02 | 97 | 0.017 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=hat Xi_t2025.02 | 97 | 0.034 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.072 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=hat Xi_t2025.02 | 95.5 | 0.046 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.017 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.027 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.037 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=tilde Xi_t2025.02 | 94.5 | 0.072 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=hat Xi_t2025.02 | 94 | 0.048 | |
| SGDd=60, Estimator variant=bar Xi_t2025.02 | 93.5 | -0.059 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=hat Xi_t2025.02 | 93.5 | 0.07 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=hat Xi_t2025.02 | 93 | 0.024 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=hat Xi_t2025.02 | 93 | 0.017 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=tilde Xi_t2025.02 | 93 | 0.048 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=hat Xi_t2025.02 | 93 | 0.046 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=hat Xi_t2025.02 | 93 | 0.047 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=tilde Xi_t2025.02 | 92.5 | 0.025 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=hat Xi_t2025.02 | 92.5 | 0.07 | |
| SGDd=100, Estimator variant=bar Xi_t2025.02 | 92.5 | -0.062 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=tilde Xi_t2025.02 | 91.5 | -0.183 | |
| SGDd=40, Estimator variant=bar Xi_t2025.02 | 91.5 | -0.118 | |
| SGDd=20, Estimator variant=bar Xi_t2025.02 | 90.5 | -0.101 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=tilde Xi_t2025.02 | 87 | -0.355 | |
| Sketched Newton Methodd=20, tau=10, Estimator variant=tilde Xi_t2025.02 | 85.5 | -0.459 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=tilde Xi_t2025.02 | 85 | -0.565 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=tilde Xi_t2025.02 | 82 | -0.467 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=tilde Xi_t2025.02 | 80 | -0.612 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=tilde Xi_t2025.02 | 77 | -0.6 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=tilde Xi_t2025.02 | 75 | -0.655 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=tilde Xi_t2025.02 | 71 | -0.681 | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=tilde Xi_t2025.02 | 70.5 | -0.712 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=tilde Xi_t2025.02 | 68 | -0.748 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=tilde Xi_t2025.02 | 64.5 | -0.737 |