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Linear Regression on Simulated Linear Regression N=30000, p=2000 (test)
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-3.89
Empirical Risk
SGD
-4.06436
-2.88743
-1.7105
-0.53357
Feb 9, 2018
Empirical Risk
Expected Risk
Updated 19d ago
Evaluation Results
Method
Method
Links
Empirical Risk
Expected Risk
SGD
Mini-batch size=1, lam...
2018.02
-3.89
-3.56
RSPG
lambda=10−3, Time=125
2018.02
-0.696
-0.696
SGD
Mini-batch size=10, la...
2018.02
0.357
0.359
SGD
Mini-batch size=30, la...
2018.02
0.442
0.443
SGD
Mini-batch size=50, la...
2018.02
0.469
0.47
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