Parameter Selection on Synthetic Dataset d = 3 (train size |D|=1000)
0.1571L2 NormHSS
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| HSSL parameter=|D|2026.03 | 0.1571 | 0.8633 | 108.17 | 0.62 | |
| DP2026.03 | 0.1617 | 0.9307 | 87.01 | 0.62 | |
| LP2026.03 | 0.1631 | 0.9624 | 1,543.62 | 75.79 | |
| ESRConstant usage=Default2026.03 | 0.1632 | 1.0001 | 93.09 | 1.03 | |
| HO2026.03 | 0.1641 | 0.937 | 15.98 | 0.54 | |
| BPConstant usage=Default2026.03 | 0.168 | 1.003 | 1,081.37 | 53.38 | |
| AIC2026.03 | 0.1738 | 1.01 | 110.76 | 0.8 | |
| ESRConstant usage=Use CESR in Raskutti et al. (2014)2026.03 | 0.2085 | 0.7784 | 24.23 | 27.48 | |
| BPConstant usage=Use CBP in (Lu et al., 2020)2026.03 | 0.2095 | 1.7912 | 533.16 | 52.94 | |
| BIC2026.03 | 0.2356 | 1.0573 | 109.75 | 0.81 |