Logistic Regression on Toeplitz Sigma_a (r=0.5) (synthetic)
98.5CoverageSketched Newton Method
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Sketched Newton Methodd=20, tau=infinity, Estimator=Ξ_t2025.02 | 98.5 | 0.038 | |
| Sketched Newton Methodd=20, tau=10, Estimator=Ξ_l2025.02 | 96 | 0.028 | |
| Weighted sample covariance estimatord (Dimension)=40, Optimization Method=Sketched Newton Method, tau (τ)=10, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 95 | 0.063 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Ξ_l2025.02 | 94.5 | 0.081 | |
| Weighted sample covariance estimatord (Dimension)=100, Optimization Method=Sketched Newton Method, tau (τ)=40, Estimator (Ξt vs Ξ¯t)=Ξt2025.02 | 93.5 | 0.164 | |
| Sketched Newton Methodd=60, tau=10, Estimator=Ξ_t2025.02 | 92 | -0.215 | |
| SGDd=20, Estimator=Ξ̄_t2025.02 | 88 | -0.199 | |
| SGDd (Dimension)=40, Optimization Method=SGD, tau (τ)=N/A, Estimator (Ξt vs Ξ¯t)=Ξ¯t2025.02 | 85.5 | -0.19 |