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Logistic Regression on Toeplitz Sigma_a r=0.4 (synthetic)

97.5CoverageSketched Newton Method
84.587.87591.2594.625Feb 10, 2025

Evaluation results

MethodLinks
Sketched Newton Methodd=20, tau=10, Estimator=Ξ_l2025.0297.50.026
Sketched Newton Methodd=60, tau=10, Estimator=Ξ_l2025.0296.50.102
Sketched Newton Methodd=20, tau=20, Estimator=Ξ_l2025.02960.032
Sketched Newton Methodd=40, tau=infinity, Estimator=Ξ_t2025.02960.085
Sketched Newton Methodd=40, tau=infinity, Estimator=Ξ_l2025.02960.074
Sketched Newton Methodd=40, tau=10, Estimator=Ξ_l2025.02960.077
Sketched Newton Methodd=20, tau=40, Estimator=Ξ_l2025.02950.033
Sketched Newton Methodd=20, tau=infinity, Estimator=Ξ_t2025.0294.50.04
Sketched Newton Methodd=20, tau=infinity, Estimator=Ξ_l2025.0294.50.035
Sketched Newton Methodd=40, tau=10, Estimator=Ξ_t2025.0294.5-0.19
Sketched Newton Methodd=40, tau=40, Estimator=Ξ_l2025.0294.50.073
Sketched Newton Methodd=20, tau=10, Estimator=Ξ_t2025.0293.5-0.197
Sketched Newton Methodd=40, tau=20, Estimator=Ξ_l2025.02930.079
Sketched Newton Methodd=60, tau=10, Estimator=Ξ_t2025.0293-0.164
Sketched Newton Methodd=20, tau=40, Estimator=Ξ_t2025.0292.5-0.079
Sketched Newton Methodd=20, tau=20, Estimator=Ξ_t2025.0292-0.159
Sketched Newton Methodd=40, tau=40, Estimator=Ξ_t2025.0291.5-0.141
Sketched Newton Methodd=40, tau=20, Estimator=Ξ_t2025.0288-0.18
SGDd=20, Estimator=Ξ̄_t2025.0287.5-0.226
SGDd=100, Estimator=Ξ̄_t2025.0287.5-0.138
SGDd=60, Estimator=Ξ̄_t2025.0286-0.249
SGDd=40, Estimator=Ξ̄_t2025.0285-0.227