Linear Regression on Equi-correlation Sigma_a r=0.3
100Covariance CoverageSketched 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=20, tau=10, Estimator variant=hat Xi_t2025.02 | 98.5 | 0.01 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=tilde Xi_t2025.02 | 97.5 | 0.048 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=hat Xi_t2025.02 | 97.5 | 0.048 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=hat Xi_t2025.02 | 97 | 0.805 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.026 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.017 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=tilde Xi_t2025.02 | 96 | 0.073 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=hat Xi_t2025.02 | 95.5 | 0.007 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=hat Xi_t2025.02 | 95.5 | 0.065 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=tilde Xi_t2025.02 | 95 | 0.025 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=hat Xi_t2025.02 | 95 | 0.018 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.014 | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.014 | |
| SGDd=20, Estimator variant=bar Xi_t2025.02 | 94 | -0.057 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=hat Xi_t2025.02 | 94 | 0.008 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=hat Xi_t2025.02 | 94 | 0.013 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=hat Xi_t2025.02 | 94 | 0.005 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=hat Xi_t2025.02 | 93.5 | 0.01 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=hat Xi_t2025.02 | 93 | 0.01 | |
| SGDd=60, Estimator variant=bar Xi_t2025.02 | 92.5 | -0.035 | |
| SGDd=100, Estimator variant=bar Xi_t2025.02 | 91 | 0.002 | |
| SGDd=40, Estimator variant=bar Xi_t2025.02 | 90.5 | -0.106 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=tilde Xi_t2025.02 | 89.5 | -0.424 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=tilde Xi_t2025.02 | 85.5 | -0.504 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=tilde Xi_t2025.02 | 85.5 | -0.581 | |
| Sketched Newton Methodd=20, tau=10, Estimator variant=tilde Xi_t2025.02 | 83.5 | -0.543 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=tilde Xi_t2025.02 | 78 | -0.416 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=tilde Xi_t2025.02 | 76 | -0.605 | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=tilde Xi_t2025.02 | 73.5 | -0.656 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=tilde Xi_t2025.02 | 73 | -0.617 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=tilde Xi_t2025.02 | 73 | -0.643 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=tilde Xi_t2025.02 | 72.5 | -0.625 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=tilde Xi_t2025.02 | 72.5 | -0.658 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=tilde Xi_t2025.02 | 72 | -0.637 |