Linear Regression on Toeplitz Sigma_a (r=0.6)
100CoverageSketched Newton Method
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd=100, tau=inf, Estimator=Bar Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=inf, Estimator=Xi_t2025.02 | 100 | — | |
| Sketched Newton Methodd=100, tau=10, Estimator=Xi_t2025.02 | 99 | 203.4 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Xi_t2025.02 | 99 | 49.5 | |
| Sketched Newton Methodd=100, tau=20, Estimator=Xi_t2025.02 | 98.5 | 232.9 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Xi_t2025.02 | 98 | 0.062 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Xi_t2025.02 | 98 | 0.232 | |
| Sketched Newton Methodd=100, tau=20, Estimator=Bar Xi_t2025.02 | 97.5 | 127.3 | |
| Sketched Newton Methodd=60, tau=inf, Estimator=Bar Xi_t2025.02 | 97 | 0.073 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Xi_t2025.02 | 96.5 | 0.017 | |
| Sketched Newton Methodd=100, tau=10, Estimator=Bar Xi_t2025.02 | 96.5 | 119 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Xi_t2025.02 | 96 | 0.015 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Xi_t2025.02 | 95.5 | 0.031 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Xi_t2025.02 | 95.5 | 0.037 | |
| Sketched Newton Methodd=20, tau=inf, Estimator=Bar Xi_t2025.02 | 95 | 0.024 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Xi_t2025.02 | 95 | 0.004 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Bar Xi_t2025.02 | 95 | 0.048 | |
| Sketched Newton Methodd=40, tau=inf, Estimator=Xi_t2025.02 | 95 | 0.043 | |
| Sketched Newton Methodd=100, tau=40, Estimator=Bar Xi_t2025.02 | 95 | 29.02 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Xi_t2025.02 | 94.5 | 0.023 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Xi_t2025.02 | 94.5 | 0.058 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Xi_t2025.02 | 94 | 0.004 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Xi_t2025.02 | 93.5 | 0.003 | |
| SGDd=100, Estimator=Bar Xi_t2025.02 | 92.5 | -0.036 | |
| SGDd=20, Estimator=Bar Xi_t2025.02 | 92 | -0.11 | |
| Sketched Newton Methodd=40, tau=40, Estimator=Bar Xi_t2025.02 | 92 | -0.294 | |
| Sketched Newton Methodd=20, tau=40, Estimator=Bar Xi_t2025.02 | 91.5 | -0.225 | |
| Sketched Newton Methodd=40, tau=20, Estimator=Bar Xi_t2025.02 | 91.5 | -0.349 | |
| SGDd=40, Estimator=Bar Xi_t2025.02 | 89.5 | -0.115 | |
| SGDd=60, Estimator=Bar Xi_t2025.02 | 89.5 | -0.079 | |
| Sketched Newton Methodd=40, tau=10, Estimator=Bar Xi_t2025.02 | 88.5 | -0.381 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Bar Xi_t2025.02 | 88 | -0.338 | |
| Sketched Newton Methodd=20, tau=20, Estimator=Bar Xi_t2025.02 | 87.5 | -0.285 | |
| Sketched Newton Methodd=60, tau=40, Estimator=Bar Xi_t2025.02 | 87.5 | -0.327 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Bar Xi_t2025.02 | 86.5 | -0.29 | |
| Sketched Newton Methodd=60, tau=20, Estimator=Bar Xi_t2025.02 | 84 | -0.359 |