Linear Regression on Linear Regression Equi-correlation Covariance (r=0.2)
100Covariance Capture (%)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=20, Estimator=Ξt2025.02 | 97.5 | 0.028 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Ξt2025.02 | 97.5 | 0.035 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=hat Xi_t2025.02 | 97.5 | 0.028 | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=hat Xi_t2025.02 | 97.5 | 0.035 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Ξt2025.02 | 96.5 | 0.03 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.022 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.018 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.029 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=hat Xi_t2025.02 | 96.5 | 0.03 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=hat Xi_t2025.02 | 95.5 | 0.012 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=tilde Xi_t2025.02 | 95.5 | 0.048 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=tilde Xi_t2025.02 | 95.5 | 0.072 | |
| Sketched Newton Methodd=60, tau=∞, Estimator variant=hat Xi_t2025.02 | 95.5 | 0.067 | |
| Sketched Newton Methodd=40, tau=∞, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.04 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.024 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=hat Xi_t2025.02 | 94.5 | 0.027 | |
| Sketched Newton Methodd=20, tau=10, Estimator variant=hat Xi_t2025.02 | 94 | 0.013 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=hat Xi_t2025.02 | 94 | 0.016 | |
| SGDd=100, Estimator=Ξ¯t2025.02 | 93.5 | -0.022 | |
| SGDd=100, Estimator variant=bar Xi_t2025.02 | 93.5 | -0.022 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=tilde Xi_t2025.02 | 93 | 0.024 | |
| Sketched Newton Methodd=20, tau=∞, Estimator variant=hat Xi_t2025.02 | 92.5 | 0.023 | |
| SGDd=20, Estimator variant=bar Xi_t2025.02 | 92 | -0.063 | |
| Sketched Newton Methodd=20, tau=40, Estimator variant=tilde Xi_t2025.02 | 91.5 | -0.334 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=hat Xi_t2025.02 | 91.5 | 0.019 | |
| SGDd=60, Estimator variant=bar Xi_t2025.02 | 91 | -0.015 | |
| SGDd=40, Estimator variant=bar Xi_t2025.02 | 90.5 | -0.139 | |
| Sketched Newton Methodd=20, tau=20, Estimator variant=tilde Xi_t2025.02 | 83 | -0.468 | |
| Sketched Newton Methodd=40, tau=20, Estimator variant=tilde Xi_t2025.02 | 82.5 | -0.63 | |
| Sketched Newton Methodd=60, tau=40, Estimator variant=tilde Xi_t2025.02 | 81.5 | -0.66 | |
| Sketched Newton Methodd=40, tau=40, Estimator variant=tilde Xi_t2025.02 | 80.5 | -0.58 | |
| Sketched Newton Methodd=20, tau=10, Estimator variant=tilde Xi_t2025.02 | 79 | -0.538 | |
| Sketched Newton Methodd=40, tau=10, Estimator variant=tilde Xi_t2025.02 | 75 | -0.654 | |
| Sketched Newton Methodd=100, tau=40, Estimator variant=tilde Xi_t2025.02 | 73 | -0.718 | |
| Sketched Newton Methodd=60, tau=10, Estimator variant=tilde Xi_t2025.02 | 72 | -0.697 | |
| Sketched Newton Methodd=100, tau=10, Estimator variant=tilde Xi_t2025.02 | 69.5 | -0.732 | |
| Sketched Newton Methodd=60, tau=20, Estimator variant=tilde Xi_t2025.02 | 68 | -0.685 | |
| Sketched Newton Methodd=100, tau=20, Estimator variant=tilde Xi_t2025.02 | 68 | -0.727 |