Logistic regression on Equi-correlation Σa (r=0.1)
96Covariance CoverageSketched Newton Method
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=10, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 96 | 0.041 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=40, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 96 | 0.032 | |
| Sketched Newton Methodd (Dimension)=100, tau (Sketching parameter)=40, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 96 | 0.177 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=∞, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 95 | 0.045 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=∞, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 94.5 | 0.043 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=40, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 94.5 | -0.088 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=20, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 93 | 0.039 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=10, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 91.5 | -0.324 | |
| SGDd (Dimension)=20, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 89.5 | -0.185 | |
| Sketched Newton Methodd (Dimension)=20, tau (Sketching parameter)=20, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 89 | -0.23 | |
| Sketched Newton Methodd (Dimension)=100, tau (Sketching parameter)=40, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 82 | -0.533 | |
| SGDd (Dimension)=100, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 79 | -0.161 |