Spiked covariance model
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Out-of-sample random-X regression | Spiked covariance model d/N = 0.9, noise = 1 synthetic (out-of-sample) | Median MSE0.97 | 196 | |
| Out-of-sample Mean Squared Error Estimation | Spiked covariance model N = 200 | Median OOS Random-X MSE1.07 | 36 | |
| Ridge Regression | Spiked covariance model N=500 synthetic | Median Out-of-Sample MSE1.15 | 5 | |
| Ridge Regression | Spiked covariance model synthetic (N=100) | Median Out-of-Sample MSE1.15 | 5 | |
| Ridge Regression | Spiked covariance model N=20 synthetic | Median Out-of-Sample MSE1.14 | 5 |
Showing 5 of 5 rows