Pseudo-Huber Regression on Synthetic Data (Cauchy noise, alpha=0, n=500, d=500)
0.177ErrorGlobal
Evaluation results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| GlobalEstimator=Oracle2026.05 | 0.177 | 92 | 0.07 | 1.96 | 2.47 | 0 | 0 | 0.76 | |
| TrimeanAlgorithm Option=I2026.05 | 0.2216 | 97 | 0.04 | 0.66 | 0.96 | 0 | 0 | 0.21 | |
| MedianAlgorithm Option=II2026.05 | 0.2802 | 98 | 0.04 | 0.46 | 0.9 | 0 | 0 | 0.22 | |
| Avg-DebiasEstimator=Debiased Averaging2026.05 | 0.4182 | 83 | 0.35 | 78.38 | 179.54 | 0.3 | 0.46 | 0.07 | |
| LocalEstimator=Master machine only2026.05 | 4.8915 | 52 | 0.29 | 91.79 | 174.22 | 0.51 | 0.62 | 0.13 |