Spectral Risk Optimisation on DGP1
147,284J_medGP-BO
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
| GP-BOlambda=0.502026.03 | 147,284 | 25,438 | 0.71 | |
| ACFSlambda=0.502026.03 | 148,344 | 13,811 | 0 | |
| CEM-SOlambda=0.502026.03 | 148,872 | 22,634 | 0.36 | |
| SGD-CVaRlambda=0.502026.03 | 175,178 | 57,814 | 18.09 | |
| GP-BOlambda=0.702026.03 | 178,842 | 38,294 | 2.62 | |
| ACFSlambda=0.702026.03 | 183,661 | 20,479 | 0 | |
| CEM-SOlambda=0.702026.03 | 195,800 | 32,179 | 6.61 | |
| SGD-CVaRlambda=0.702026.03 | 212,139 | 178,980 | 15.51 | |
| KDE-SOlambda=0.502026.03 | 217,294 | 198,869 | 46.48 | |
| ACFSlambda=0.902026.03 | 223,405 | 34,674 | 0 | |
| GP-BOlambda=0.902026.03 | 225,628 | 65,961 | 1 | |
| CEM-SOlambda=0.902026.03 | 243,081 | 34,714 | 8.81 | |
| SGD-CVaRlambda=0.902026.03 | 261,606 | 127,013 | 17.1 | |
| KDE-SOlambda=0.702026.03 | 266,973 | 237,362 | 45.36 | |
| KDE-SOlambda=0.902026.03 | 324,096 | 257,886 | 45.07 |