Linear Regression on Linear Regression Identity Covariance
100Covariance Capture (%)Sketched Newton Method
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd=100, tau=∞, Estimator=Ξt2025.02 | 100 | — | |
| Sketched Newton Methodd=40, tau=10, Estimator=Ξt2025.02 | 97.5 | 0.035 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Ξ¯t2025.02 | 97 | 0.025 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Ξt2025.02 | 96 | 0.021 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Ξt2025.02 | 95.5 | 0.028 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Ξ¯t2025.02 | 95 | 0.025 | |
| Sketched Newton Methodd=20, tau=∞, Estimator=Ξ¯t2025.02 | 94 | 0.024 | |
| Sketched Newton Methodd=20, tau=∞, Estimator=Ξt2025.02 | 94 | 0.008 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Ξt2025.02 | 94 | 0.035 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Ξ¯t2025.02 | 93 | 0.025 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Ξt2025.02 | 93 | 0.026 | |
| SGDd=20, Estimator=Ξ¯t2025.02 | 89.5 | -0.178 | |
| SGDd=40, Estimator=Ξ¯t2025.02 | 88 | -0.145 | |
| SGDd=100, Estimator=Ξ¯t2025.02 | 88 | -0.185 | |
| SGDd=60, Estimator=Ξ¯t2025.02 | 85.5 | -0.174 |