# Spectral Risk Optimisation on DGP2 (lambda=0.90)

Source: [Spectral Risk Optimisation on DGP2 (lambda=0.90)](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-03-16T09:40:24.710Z

Evaluation of algorithms for Spectral Risk Optimisation applied to the DGP2 dataset variant configured with lambda=0.90, utilizing metrics such as J\_med, J\_SD, J\_Q25, J\_Q75, EC\_med, and Gap%.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Spectral Risk Optimisation |
| Dataset (including any stated split) | DGP2 (lambda=0.90) |
| Metric | J\_med |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 5 of 5 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [J\_med](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=J_med>): Lower is better; unit: SCALAR.

- [J\_SD](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=J_SD>): Lower is better; unit: SCALAR.

- [J\_Q25](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=J_Q25>): Lower is better; unit: SCALAR.

- [J\_Q75](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=J_Q75>): Lower is better; unit: SCALAR.

- [EC\_med](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=EC_med>): Lower is better; unit: SCALAR.

- [Gap (%)](<https://www.sota2.com/research/sota/spectral-risk-optimisation-on-dgp2-lambda-0-90.md?metric=Gap%20(%25)>): Lower is better; unit: PERCENT.

## Recorded results

| Method | J\_med | Result date | Report paper |
| --- | --- | --- | --- |
| ACFS | 417761 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| GP-BO | 466859 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| CEM-SO | 482813 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| SGD-CVaR | 569724 | Not recorded | 69b78e9d0636e5bf4afbdcbc |
| KDE-SO | 716947 | Not recorded | 69b78e9d0636e5bf4afbdcbc |

### ACFS

J\_med: 417761. Result ID: 69b7d00747f34ce9249fe12f.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### GP-BO

J\_med: 466859. Result ID: 69b7d00747f34ce9249fe130.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa54fb1e209131ce9900f6.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### CEM-SO

J\_med: 482813. Result ID: 69b7d00747f34ce9249fe131.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### SGD-CVaR

J\_med: 569724. Result ID: 69b7d00747f34ce9249fe132.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### KDE-SO

J\_med: 716947. Result ID: 69b7d00747f34ce9249fe133.

[Reporting paper](<https://www.sota2.com/research/paper/69b78e9d0636e5bf4afbdcbc.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

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