ResearchBenchmarksRisk Minimization on Simulated Linear Regression N=30000, p=2000Follow-0.66Empirical RiskRSPG-0.86160.49921.863.2208Feb 9, 2018Evaluation ResultsMethodMethodLinksEmpirical RiskExpected RiskComputation TimeRSPGlambda=10^-2lambda=10^-22018.02-0.66-0.66125SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=12018.02-0.436-0.435250SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=102018.020.8750.875112SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=302018.023.193.19100SGDlambda=10^-2, mini-bat...lambda=10^-2, mini-batch size=502018.024.384.38675