Regression on Synthetic Spiked Covariance d/N = 0.9 (out-of-sample)
-3.33Median log10 MSElambda_min
Evaluation results
| Method | Links | |
|---|---|---|
| lambda_minN=50, log10 epsilon=-2.02026.05 | -3.33 | |
| lambda_minN=100, log10 epsilon=-2.02026.05 | -3.31 | |
| lambda_minN=200, log10 epsilon=-2.02026.05 | -3.29 | |
| lambda_SNN=200, log10 epsilon=-2.02026.05 | -2.83 | |
| lambda_sfpN=200, log10 epsilon=-2.02026.05 | -2.75 | |
| lambda_0N=200, log10 epsilon=-2.02026.05 | -2.62 | |
| lambda_SNN=100, log10 epsilon=-2.02026.05 | -2.61 | |
| lambda_sfpN=100, log10 epsilon=-2.02026.05 | -2.56 | |
| lambda_minN=50, log10 epsilon=-1.52026.05 | -2.52 | |
| lambda_minN=100, log10 epsilon=-1.52026.05 | -2.49 | |
| lambda_minN=200, log10 epsilon=-1.52026.05 | -2.47 | |
| lambda_0N=100, log10 epsilon=-2.02026.05 | -2.42 | |
| lambda_SNN=200, log10 epsilon=-1.52026.05 | -2.38 | |
| lambda_0N=200, log10 epsilon=-1.52026.05 | -2.38 | |
| lambda_SNN=50, log10 epsilon=-2.02026.05 | -2.37 | |
| lambda_sfpN=200, log10 epsilon=-1.52026.05 | -2.37 | |
| lambda_sfpN=50, log10 epsilon=-2.02026.05 | -2.35 | |
| lambda_SNN=100, log10 epsilon=-1.52026.05 | -2.31 | |
| lambda_sfpN=100, log10 epsilon=-1.52026.05 | -2.3 | |
| lambda_0N=100, log10 epsilon=-1.52026.05 | -2.25 | |
| lambda_0N=50, log10 epsilon=-2.02026.05 | -2.19 | |
| lambda_sfpN=50, log10 epsilon=-1.52026.05 | -2.18 | |
| lambda_SNN=50, log10 epsilon=-1.52026.05 | -2.17 | |
| lambda_0N=50, log10 epsilon=-1.52026.05 | -2.08 | |
| lambda_0N=50, log10 epsilon=-1.02026.05 | -1.69 | |
| lambda_minN=50, log10 epsilon=-1.02026.05 | -1.68 | |
| lambda_0N=100, log10 epsilon=-1.02026.05 | -1.66 | |
| lambda_minN=100, log10 epsilon=-1.02026.05 | -1.65 | |
| lambda_0N=200, log10 epsilon=-1.02026.05 | -1.65 | |
| lambda_minN=200, log10 epsilon=-1.02026.05 | -1.64 | |
| lambda_sfpN=200, log10 epsilon=-1.02026.05 | -1.63 | |
| lambda_sfpN=50, log10 epsilon=-1.02026.05 | -1.62 | |
| lambda_sfpN=100, log10 epsilon=-1.02026.05 | -1.62 | |
| lambda_SNN=200, log10 epsilon=-1.02026.05 | -1.62 | |
| lambda_SNN=100, log10 epsilon=-1.02026.05 | -1.61 | |
| lambda_SNN=50, log10 epsilon=-1.02026.05 | -1.6 | |
| lambda_minN=50, log10 epsilon=-0.52026.05 | -0.84 | |
| lambda_sfpN=50, log10 epsilon=-0.52026.05 | -0.81 | |
| lambda_SNN=50, log10 epsilon=-0.52026.05 | -0.81 | |
| lambda_minN=100, log10 epsilon=-0.52026.05 | -0.81 | |
| lambda_sfpN=100, log10 epsilon=-0.52026.05 | -0.8 | |
| lambda_SNN=100, log10 epsilon=-0.52026.05 | -0.8 | |
| lambda_minN=200, log10 epsilon=-0.52026.05 | -0.8 | |
| lambda_0N=50, log10 epsilon=-0.52026.05 | -0.79 | |
| lambda_sfpN=200, log10 epsilon=-0.52026.05 | -0.79 | |
| lambda_SNN=200, log10 epsilon=-0.52026.05 | -0.79 | |
| lambda_0N=100, log10 epsilon=-0.52026.05 | -0.73 | |
| lambda_0N=200, log10 epsilon=-0.52026.05 | -0.68 | |
| lambda_minN=50, log10 epsilon=0.02026.05 | 0.03 | |
| lambda_minN=100, log10 epsilon=0.02026.05 | 0.06 | |
| lambda_minN=200, log10 epsilon=0.02026.05 | 0.06 | |
| lambda_sfpN=50, log10 epsilon=0.02026.05 | 0.07 | |
| lambda_SNN=50, log10 epsilon=0.02026.05 | 0.07 | |
| lambda_sfpN=100, log10 epsilon=0.02026.05 | 0.08 | |
| lambda_sfpN=200, log10 epsilon=0.02026.05 | 0.08 | |
| lambda_SNN=100, log10 epsilon=0.02026.05 | 0.1 | |
| lambda_SNN=200, log10 epsilon=0.02026.05 | 0.14 | |
| lambda_0N=50, log10 epsilon=0.02026.05 | 0.2 | |
| lambda_0N=100, log10 epsilon=0.02026.05 | 0.24 | |
| lambda_0N=200, log10 epsilon=0.02026.05 | 0.31 | |
| lambda_minN=50, log10 epsilon=0.52026.05 | 1 | |
| lambda_minN=100, log10 epsilon=0.52026.05 | 1 | |
| lambda_minN=200, log10 epsilon=0.52026.05 | 1.01 | |
| lambda_sfpN=50, log10 epsilon=0.52026.05 | 1.03 | |
| lambda_sfpN=100, log10 epsilon=0.52026.05 | 1.03 | |
| lambda_sfpN=200, log10 epsilon=0.52026.05 | 1.05 | |
| lambda_SNN=50, log10 epsilon=0.52026.05 | 1.06 | |
| lambda_SNN=100, log10 epsilon=0.52026.05 | 1.09 | |
| lambda_SNN=200, log10 epsilon=0.52026.05 | 1.14 | |
| lambda_0N=50, log10 epsilon=0.52026.05 | 1.21 | |
| lambda_0N=100, log10 epsilon=0.52026.05 | 1.25 | |
| lambda_0N=200, log10 epsilon=0.52026.05 | 1.31 | |
| lambda_minN=50, log10 epsilon=1.02026.05 | 1.98 | |
| lambda_minN=100, log10 epsilon=1.02026.05 | 1.99 | |
| lambda_minN=200, log10 epsilon=1.02026.05 | 2 | |
| lambda_sfpN=50, log10 epsilon=1.02026.05 | 2.02 | |
| lambda_sfpN=100, log10 epsilon=1.02026.05 | 2.03 | |
| lambda_sfpN=200, log10 epsilon=1.02026.05 | 2.04 | |
| lambda_SNN=50, log10 epsilon=1.02026.05 | 2.05 | |
| lambda_SNN=100, log10 epsilon=1.02026.05 | 2.09 | |
| lambda_SNN=200, log10 epsilon=1.02026.05 | 2.13 | |
| lambda_0N=50, log10 epsilon=1.02026.05 | 2.18 | |
| lambda_0N=100, log10 epsilon=1.02026.05 | 2.26 | |
| lambda_0N=200, log10 epsilon=1.02026.05 | 2.3 | |
| lambda_minN=50, log10 epsilon=1.52026.05 | 2.97 | |
| lambda_minN=100, log10 epsilon=1.52026.05 | 2.98 | |
| lambda_minN=200, log10 epsilon=1.52026.05 | 3 | |
| lambda_sfpN=50, log10 epsilon=1.52026.05 | 3.02 | |
| lambda_sfpN=100, log10 epsilon=1.52026.05 | 3.02 | |
| lambda_sfpN=200, log10 epsilon=1.52026.05 | 3.04 | |
| lambda_SNN=50, log10 epsilon=1.52026.05 | 3.05 | |
| lambda_SNN=100, log10 epsilon=1.52026.05 | 3.09 | |
| lambda_SNN=200, log10 epsilon=1.52026.05 | 3.14 | |
| lambda_0N=50, log10 epsilon=1.52026.05 | 3.17 | |
| lambda_0N=100, log10 epsilon=1.52026.05 | 3.24 | |
| lambda_0N=200, log10 epsilon=1.52026.05 | 3.32 | |
| lambda_minN=50, log10 epsilon=2.02026.05 | 3.98 | |
| lambda_minN=100, log10 epsilon=2.02026.05 | 3.99 | |
| lambda_minN=200, log10 epsilon=2.02026.05 | 4 | |
| lambda_sfpN=50, log10 epsilon=2.02026.05 | 4.02 |