Parameter Selection on Synthetic Dataset size |D|=1000 d = 1 (train)
0.0506L2 NormHSS
Evaluation Results
| Method | Links | ||||
|---|---|---|---|---|---|
| HSSL parameter=|D|2026.03 | 0.0506 | 0.1216 | 8.71 | 0.51 | |
| BPConstant usage=Use CBP in (Lu et al., 2020)2026.03 | 0.0528 | 0.1299 | 512.08 | 52.62 | |
| DP2026.03 | 0.0566 | 0.2788 | 4.32 | 0.49 | |
| HO2026.03 | 0.0587 | 0.263 | 1.03 | 0.43 | |
| ESRConstant usage=Default2026.03 | 0.0598 | 0.2604 | 4.88 | 0.92 | |
| BPConstant usage=Default2026.03 | 0.0643 | 0.1817 | 924.71 | 52.4 | |
| LP2026.03 | 0.0658 | 0.2394 | 1,618.29 | 76.65 | |
| ESRConstant usage=Use CESR in Raskutti et al. (2014)2026.03 | 0.066 | 0.1599 | 4 | 0.47 | |
| AIC2026.03 | 0.0742 | 0.2407 | 7.26 | 0.66 | |
| BIC2026.03 | 0.075 | 0.2995 | 8.85 | 0.65 |