Logistic regression on Equi-correlation Σa (r=0.2)
97Covariance CaptureSketched Newton Method
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd (Dimension)=100, tau (Sketching parameter)=40, Xi (Estimator type)=Weighted sample covariance estimator (Ξˆt)2025.02 | 97 | 0.109 | |
| Weighted sample covariance estimatord (Dimension)=60, Optimization Method=Sketched Newton Method, tau (τ)=20, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 97 | 0.068 | |
| Weighted sample covariance estimatord (Dimension)=100, Optimization Method=Sketched Newton Method, tau (τ)=40, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 97 | 0.109 | |
| Weighted sample covariance estimatord (Dimension)=20, Optimization Method=Sketched Newton Method, tau (τ)=20, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 96.5 | 0.037 | |
| Weighted sample covariance estimatord (Dimension)=40, Optimization Method=Sketched Newton Method, tau (τ)=10, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 95 | 0.062 | |
| SGDd (Dimension)=20, Xi (Estimator type)=Iterative averaging estimator (Ξ¯t)2025.02 | 90 | -0.172 |