Synthetic Elastic net regression
0.046Runtime (s)Adaptive ADMM
Evaluation results
| Method | Links | ||
|---|---|---|---|
| Adaptive ADMM#samples=50, #features=402016.05 | 0.046 | 43 | |
| glmnetm=2000, n=1000, optimality gap=10^-82019.05 | 0.08 | — | |
| glmnetm=3000, n=1000, optimality gap=10^-82019.05 | 0.08 | — | |
| glmnetm=4000, n=1000, optimality gap=10^-82019.05 | 0.09 | — | |
| glmnetm=1000, n=1000, optimality gap=10^-82019.05 | 0.1 | — | |
| GENOm=1000, n=1000, optimality gap=10^-82019.05 | 0.11 | — | |
| glmnetm=5000, n=1000, optimality gap=10^-82019.05 | 0.11 | — | |
| Residual balance#samples=50, #features=402016.05 | 0.129 | 111 | |
| GENOm=2000, n=1000, optimality gap=10^-82019.05 | 0.14 | — | |
| GENOm=3000, n=1000, optimality gap=10^-82019.05 | 0.18 | — | |
| GENOm=4000, n=1000, optimality gap=10^-82019.05 | 0.21 | — | |
| Fast ADMM#samples=50, #features=402016.05 | 0.27 | 263 | |
| GENOm=5000, n=1000, optimality gap=10^-82019.05 | 0.27 | — | |
| glmnetm=1000, n=5000, optimality gap=10^-82019.05 | 0.62 | — | |
| GENOm=4000, n=5000, optimality gap=10^-82019.05 | 1.24 | — | |
| glmnetm=2000, n=5000, optimality gap=10^-82019.05 | 1.41 | — | |
| GENOm=5000, n=5000, optimality gap=10^-82019.05 | 1.41 | — | |
| GENOm=2000, n=5000, optimality gap=10^-82019.05 | 1.49 | — | |
| GENOm=3000, n=5000, optimality gap=10^-82019.05 | 1.58 | — | |
| Vanilla ADMM#samples=50, #features=402016.05 | 1.64 | 2,000 | |
| GENOm=1000, n=5000, optimality gap=10^-82019.05 | 1.74 | — | |
| Mosekm=1000, n=1000, optimality gap=10^-82019.05 | 1.77 | — | |
| glmnetm=4000, n=5000, optimality gap=10^-82019.05 | 1.88 | — | |
| glmnetm=5000, n=5000, optimality gap=10^-82019.05 | 1.99 | — | |
| glmnetm=3000, n=5000, optimality gap=10^-82019.05 | 2.02 | — | |
| SCSm=1000, n=1000, optimality gap=10^-82019.05 | 2.33 | — | |
| Mosekm=2000, n=1000, optimality gap=10^-82019.05 | 3.52 | — | |
| glmnetm=10000, n=10000, optimality gap=10^-82019.05 | 3.89 | — | |
| GENOm=5000, n=10000, optimality gap=10^-82019.05 | 4.11 | — | |
| GENOm=10000, n=10000, optimality gap=10^-82019.05 | 4.66 | — | |
| glmnetm=5000, n=10000, optimality gap=10^-82019.05 | 4.75 | — | |
| GENOm=7000, n=10000, optimality gap=10^-82019.05 | 4.76 | — | |
| Mosekm=3000, n=1000, optimality gap=10^-82019.05 | 5.38 | — | |
| glmnetm=7000, n=10000, optimality gap=10^-82019.05 | 5.52 | — | |
| glmnetm=50000, n=10000, optimality gap=10^-82019.05 | 6.34 | — | |
| Mosekm=4000, n=1000, optimality gap=10^-82019.05 | 7.15 | — | |
| Mosekm=5000, n=1000, optimality gap=10^-82019.05 | 8.69 | — | |
| SCSm=2000, n=1000, optimality gap=10^-82019.05 | 9.24 | — | |
| glmnetm=70000, n=10000, optimality gap=10^-82019.05 | 11.76 | — | |
| Mosekm=1000, n=5000, optimality gap=10^-82019.05 | 13.06 | — | |
| SCSm=5000, n=1000, optimality gap=10^-82019.05 | 13.88 | — | |
| GENOm=50000, n=10000, optimality gap=10^-82019.05 | 13.97 | — | |
| GENOm=70000, n=10000, optimality gap=10^-82019.05 | 18.82 | — | |
| Gurobim=1000, n=1000, optimality gap=10^-82019.05 | 21.14 | — | |
| SCSm=3000, n=1000, optimality gap=10^-82019.05 | 22.86 | — | |
| GENOm=100000, n=10000, optimality gap=10^-82019.05 | 23.38 | — | |
| glmnetm=100000, n=10000, optimality gap=10^-82019.05 | 23.42 | — | |
| Mosekm=2000, n=5000, optimality gap=10^-82019.05 | 27.69 | — | |
| SCSm=1000, n=5000, optimality gap=10^-82019.05 | 28.69 | — | |
| SCSm=4000, n=1000, optimality gap=10^-82019.05 | 38.9 | — | |
| ECOSm=1000, n=1000, optimality gap=10^-82019.05 | 43.27 | — | |
| SCSm=2000, n=5000, optimality gap=10^-82019.05 | 45.79 | — | |
| Mosekm=3000, n=5000, optimality gap=10^-82019.05 | 50.99 | — | |
| Gurobim=2000, n=1000, optimality gap=10^-82019.05 | 58.44 | — | |
| Mosekm=4000, n=5000, optimality gap=10^-82019.05 | 67.6 | — | |
| Mosekm=5000, n=5000, optimality gap=10^-82019.05 | 71.92 | — | |
| SCSm=3000, n=5000, optimality gap=10^-82019.05 | 81.83 | — | |
| Gurobim=3000, n=1000, optimality gap=10^-82019.05 | 114.79 | — | |
| SCSm=4000, n=5000, optimality gap=10^-82019.05 | 135.94 | — | |
| Gurobim=5000, n=1000, optimality gap=10^-82019.05 | 151.08 | — | |
| SCSm=5000, n=5000, optimality gap=10^-82019.05 | 166.6 | — | |
| Gurobim=4000, n=1000, optimality gap=10^-82019.05 | 185.79 | — | |
| ECOSm=2000, n=1000, optimality gap=10^-82019.05 | 202.04 | — | |
| ECOSm=3000, n=1000, optimality gap=10^-82019.05 | 513.78 | — | |
| AADMMCores=128, #samples x #features=64000 × 1002017.06 | 563 | 43 | |
| ACADMMCores=128, #samples x #features=64000 × 1002017.06 | 623 | 48 | |
| RB-ADMMCores=128, #samples x #features=64000 × 1002017.06 | 1,220 | 94 | |
| CRB-ADMMCores=128, #samples x #features=64000 × 1002017.06 | 1,360 | 106 | |
| CADMMCores=128, #samples x #features=64000 × 1002017.06 | 12,700 | 1,000 |