Linear Regression on Synthetic d=20 (test)
0.1033MAE (10^-2)Online Newton Method with Accelerated Sketching
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Equi-Corr, r=0.4, tau=5, d=202026.04 | 0.1033 | 95 | 0.0174 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Equi-Corr, r=0.4, tau=10, d=202026.04 | 0.1082 | 95.5 | 0.0169 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Equi-Corr, r=0.4, tau=5, d=202026.04 | 0.1289 | 95 | 0.0177 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Equi-Corr, r=0.4, tau=10, d=202026.04 | 0.1305 | 97 | 0.0168 | |
| Exact Newton MethodSketching Distribution=Kaczmarz, Sigma_a=Equi-Corr, r=0.4, tau=∞, d=202026.04 | 0.1356 | 94.5 | 0.0114 | |
| Exact Newton MethodSketching Distribution=Gaussian, Sigma_a=Equi-Corr, r=0.4, tau=∞, d=202026.04 | 0.1377 | 92.5 | 0.0114 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Toeplitz, r=0.4, tau=5, d=202026.04 | 0.1569 | 96 | 0.0304 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Toeplitz, r=0.4, tau=10, d=202026.04 | 0.1625 | 94.5 | 0.0304 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Toeplitz, r=0.4, tau=5, d=202026.04 | 0.1697 | 95 | 0.0302 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Toeplitz, r=0.4, tau=10, d=202026.04 | 0.1747 | 93.5 | 0.0305 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Identity, tau=10, d=202026.04 | 0.176 | 95 | 0.0352 | |
| Exact Newton MethodSketching Distribution=Gaussian, Sigma_a=Identity, tau=∞, d=202026.04 | 0.1781 | 97.5 | 0.0353 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Kaczmarz, Sigma_a=Identity, tau=5, d=202026.04 | 0.1787 | 96.5 | 0.0348 | |
| Exact Newton MethodSketching Distribution=Kaczmarz, Sigma_a=Identity, tau=∞, d=202026.04 | 0.1807 | 96.5 | 0.0353 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Identity, tau=5, d=202026.04 | 0.184 | 90.5 | 0.0359 | |
| Online Newton Method with Accelerated SketchingSketching Distribution=Gaussian, Sigma_a=Identity, tau=10, d=202026.04 | 0.186 | 97 | 0.0374 | |
| Exact Newton MethodSketching Distribution=Kaczmarz, Sigma_a=Toeplitz, r=0.4, tau=∞, d=202026.04 | 0.2062 | 94.5 | 0.0238 | |
| Exact Newton MethodSketching Distribution=Gaussian, Sigma_a=Toeplitz, r=0.4, tau=∞, d=202026.04 | 0.2084 | 96.5 | 0.0238 |