Out-of-sample random-X Regression on Spiked Covariance Model (d/N=0.9, noise=1)
0.97Median MSElambda_0
Evaluation Results
| Method | Links | |
|---|---|---|
| lambda_0d/N=0.1, N=502026.05 | 0.97 | |
| lambda_mind/N=0.1, N=502026.05 | 0.99 | |
| λ0Sample Size (N)=102026.05 | 1 | |
| lambda_0d/N=0.1, N=1002026.05 | 1 | |
| λminSample Size (N)=102026.05 | 1.02 | |
| lambda_mind/N=0.1, N=1002026.05 | 1.02 | |
| lambda_sfpd/N=0.1, N=502026.05 | 1.03 | |
| lambda_SNd/N=0.1, N=502026.05 | 1.03 | |
| lambda_mind/N=0.3, N=502026.05 | 1.03 | |
| lambda_mind/N=0.8, N=502026.05 | 1.03 | |
| lambda_mind/N=0.2, N=1002026.05 | 1.03 | |
| λsfpSample Size (N)=102026.05 | 1.04 | |
| λSNSample Size (N)=102026.05 | 1.04 | |
| λminSample Size (N)=202026.05 | 1.04 | |
| lambda_sfpd/N=0.1, N=1002026.05 | 1.04 | |
| lambda_SNd/N=0.1, N=1002026.05 | 1.04 | |
| lambda_sfpd/N=0.2, N=1002026.05 | 1.05 | |
| lambda_SNd/N=0.2, N=1002026.05 | 1.05 | |
| λminSample Size (N)=302026.05 | 1.06 | |
| lambda_0d/N=0.3, N=502026.05 | 1.06 | |
| lambda_mind/N=0.2, N=502026.05 | 1.07 | |
| lambda_sfpd/N=0.3, N=502026.05 | 1.07 | |
| lambda_SNd/N=0.3, N=502026.05 | 1.07 | |
| lambda_mind/N=0.4, N=502026.05 | 1.07 | |
| lambda_mind/N=0.5, N=502026.05 | 1.07 | |
| lambda_mind/N=0.6, N=502026.05 | 1.07 | |
| lambda_0d/N=0.2, N=1002026.05 | 1.07 | |
| λminSample Size (N)=402026.05 | 1.08 | |
| lambda_0d/N=0.2, N=502026.05 | 1.08 | |
| lambda_mind/N=0.3, N=1002026.05 | 1.08 | |
| lambda_mind/N=0.4, N=1002026.05 | 1.09 | |
| λminSample Size (N)=602026.05 | 1.1 | |
| lambda_SNd/N=0.2, N=502026.05 | 1.1 | |
| lambda_sfpd/N=0.8, N=502026.05 | 1.1 | |
| lambda_mind/N=0.9, N=502026.05 | 1.1 | |
| lambda_mind/N=0.5, N=1002026.05 | 1.1 | |
| lambda_sfpd/N=0.2, N=502026.05 | 1.11 | |
| lambda_mind/N=0.7, N=502026.05 | 1.11 | |
| lambda_mind/N=1.3, N=502026.05 | 1.11 | |
| lambda_sfpd/N=0.3, N=1002026.05 | 1.11 | |
| lambda_SNd/N=0.3, N=1002026.05 | 1.11 | |
| lambda_SNd/N=0.4, N=502026.05 | 1.12 | |
| lambda_SNd/N=0.8, N=502026.05 | 1.12 | |
| lambda_mind/N=1.0, N=502026.05 | 1.12 | |
| lambda_mind/N=1.1, N=502026.05 | 1.12 | |
| lambda_mind/N=1.2, N=502026.05 | 1.12 | |
| lambda_sfpd/N=0.4, N=1002026.05 | 1.12 | |
| lambda_mind/N=0.6, N=1002026.05 | 1.12 | |
| lambda_mind/N=0.8, N=1002026.05 | 1.12 | |
| λSNSample Size (N)=202026.05 | 1.13 | |
| lambda_sfpd/N=0.4, N=502026.05 | 1.13 | |
| lambda_sfpd/N=0.5, N=502026.05 | 1.13 | |
| lambda_SNd/N=0.5, N=502026.05 | 1.13 | |
| lambda_sfpd/N=0.6, N=502026.05 | 1.13 | |
| lambda_SNd/N=0.6, N=502026.05 | 1.13 | |
| lambda_mind/N=1.6, N=502026.05 | 1.13 | |
| lambda_SNd/N=0.4, N=1002026.05 | 1.13 | |
| lambda_mind/N=0.7, N=1002026.05 | 1.13 | |
| λSNSample Size (N)=302026.05 | 1.14 | |
| lambda_mind/N=1.5, N=502026.05 | 1.14 | |
| lambda_sfpd/N=0.5, N=1002026.05 | 1.14 | |
| lambda_mind/N=1.0, N=1002026.05 | 1.14 | |
| lambda_mind/N=1.3, N=1002026.05 | 1.14 | |
| lambda_mind/N=1.4, N=1002026.05 | 1.14 | |
| λsfpSample Size (N)=202026.05 | 1.15 | |
| λsfpSample Size (N)=302026.05 | 1.15 | |
| λminSample Size (N)=1002026.05 | 1.15 | |
| lambda_mind/N=1.7, N=502026.05 | 1.15 | |
| lambda_mind/N=1.8, N=502026.05 | 1.15 | |
| lambda_mind/N=0.9, N=1002026.05 | 1.15 | |
| λsfpSample Size (N)=402026.05 | 1.16 | |
| λSNSample Size (N)=402026.05 | 1.16 | |
| λminSample Size (N)=802026.05 | 1.16 | |
| λminSample Size (N)=1202026.05 | 1.16 | |
| λminSample Size (N)=1602026.05 | 1.16 | |
| lambda_mind/N=1.4, N=502026.05 | 1.16 | |
| lambda_mind/N=1.7, N=1002026.05 | 1.16 | |
| λsfpSample Size (N)=602026.05 | 1.17 | |
| λminSample Size (N)=3202026.05 | 1.17 | |
| lambda_sfpd/N=0.7, N=502026.05 | 1.17 | |
| lambda_sfpd/N=0.9, N=502026.05 | 1.17 | |
| lambda_0d/N=0.3, N=1002026.05 | 1.17 | |
| lambda_SNd/N=0.5, N=1002026.05 | 1.17 | |
| lambda_mind/N=1.1, N=1002026.05 | 1.17 | |
| lambda_mind/N=1.5, N=1002026.05 | 1.17 | |
| lambda_mind/N=1.6, N=1002026.05 | 1.17 | |
| lambda_mind/N=1.8, N=1002026.05 | 1.17 | |
| λminSample Size (N)=5002026.05 | 1.18 | |
| lambda_SNd/N=0.7, N=502026.05 | 1.18 | |
| lambda_sfpd/N=0.6, N=1002026.05 | 1.18 | |
| lambda_mind/N=1.2, N=1002026.05 | 1.18 | |
| lambda_SNd/N=0.9, N=502026.05 | 1.19 | |
| lambda_mind/N=1.9, N=502026.05 | 1.19 | |
| lambda_sfpd/N=0.7, N=1002026.05 | 1.19 | |
| lambda_sfpd/N=0.8, N=1002026.05 | 1.19 | |
| lambda_0d/N=0.4, N=502026.05 | 1.2 | |
| lambda_sfpd/N=1.0, N=502026.05 | 1.2 | |
| lambda_sfpd/N=1.0, N=1002026.05 | 1.2 | |
| λSNSample Size (N)=602026.05 | 1.21 | |
| λsfpSample Size (N)=1002026.05 | 1.21 |