Sparse Regression on Pseudo-Huber Regression Gaussian noise (alpha=0, n=200, m=50, d=500)
9.76ErrorGlobal
Evaluation results
| Method | Links | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| GlobalEstimator Type=Oracle estimator2026.05 | 9.76 | 82 | 0.11 | 4.68 | 3.08 | 0 | 0 | 0.89 | |
| TrimeanAlgorithm Option=Option I2026.05 | 16.43 | 100 | 0.01 | 0.07 | 0.29 | 0 | 0 | 0.17 | |
| SLARDDescription=Robust aggregation scheme based on Tu et al. (2023)2026.05 | 18.92 | 99 | 0.02 | 0.21 | 0.45 | 0 | 0 | 0.27 | |
| MedianAlgorithm Option=Option II2026.05 | 20.07 | 99 | 0.03 | 0.25 | 0.55 | 0 | 0 | 0.17 | |
| Avg-DebiasProcedure=Debiasing step before averaging across machines2026.05 | 21.09 | 95 | 0.01 | 0 | 0 | 94 | 0.24 | 0.1 | |
| LocalEstimator Type=Master machine only2026.05 | 68.9 | 64 | 0.07 | 10.3 | 3.14 | 50 | 0.5 | 0.1 |