ResearchBenchmarksRisk Minimization on Simulated Linear Regression (N=30000, p=1000)Follow-0.65Empirical RiskRSPG-0.754-0.0520.651.352Feb 9, 2018Evaluation ResultsMethodMethodLinksEmpirical RiskExpected RiskComputation TimeRSPGlambda=10^-2lambda=10^-22018.02-0.65-0.64978.4SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=12018.02-0.488-0.487148SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=102018.020.1640.16579.7SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=302018.021.341.3473.9SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=502018.021.951.95576