Linear Regression on Synthetic d=40 1.0 (test)
12.56MAEOnline Newton with Nesterov’s Accelerated Sketching
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| Online Newton with Nesterov’s Accelerated SketchingΣa=Equi-Corr r = 0.4, τ=5, Sketching Method=Kaczmarz, d=402026.04 | 12.56 | 98 | 1.05 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Equi-Corr r = 0.4, τ=10, Sketching Method=Kaczmarz, d=402026.04 | 13.55 | 92 | 1.03 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Equi-Corr r = 0.4, τ=5, Sketching Method=Gaussian, d=402026.04 | 18.03 | 92.5 | 1.12 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Equi-Corr r = 0.4, τ=10, Sketching Method=Gaussian, d=402026.04 | 18.85 | 95.5 | 1.09 | |
| Exact Online NewtonΣa=Equi-Corr r = 0.4, τ=∞, Sketching Method=Gaussian, d=402026.04 | 19.76 | 95 | 0.61 | |
| Exact Online NewtonΣa=Equi-Corr r = 0.4, τ=∞, Sketching Method=Kaczmarz, d=402026.04 | 20.11 | 92 | 0.61 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Toeplitz r = 0.4, τ=5, Sketching Method=Kaczmarz, d=402026.04 | 22.24 | 94 | 2.17 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Toeplitz r = 0.4, τ=10, Sketching Method=Kaczmarz, d=402026.04 | 22.37 | 94 | 2.17 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Toeplitz r = 0.4, τ=5, Sketching Method=Gaussian, d=402026.04 | 23.78 | 94.5 | 2.18 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Toeplitz r = 0.4, τ=10, Sketching Method=Gaussian, d=402026.04 | 24.3 | 95 | 2.23 | |
| Exact Online NewtonΣa=Identity, τ=∞, Sketching Method=Gaussian, d=402026.04 | 25.24 | 98 | 2.56 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Identity, τ=10, Sketching Method=Kaczmarz, d=402026.04 | 25.64 | 93 | 2.55 | |
| Exact Online NewtonΣa=Identity, τ=∞, Sketching Method=Kaczmarz, d=402026.04 | 25.8 | 93 | 2.55 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Identity, τ=5, Sketching Method=Kaczmarz, d=402026.04 | 26.08 | 94.5 | 2.5 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Identity, τ=5, Sketching Method=Gaussian, d=402026.04 | 26.31 | 96 | 2.58 | |
| Online Newton with Nesterov’s Accelerated SketchingΣa=Identity, τ=10, Sketching Method=Gaussian, d=402026.04 | 27.53 | 96 | 2.72 | |
| Exact Online NewtonΣa=Toeplitz r = 0.4, τ=∞, Sketching Method=Kaczmarz, d=402026.04 | 29.87 | 96 | 1.7 | |
| Exact Online NewtonΣa=Toeplitz r = 0.4, τ=∞, Sketching Method=Gaussian, d=402026.04 | 30 | 95.5 | 1.7 |