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Logistic regression on Equi-correlation Σa (r=0.2)
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97
Covariance Capture
Sketched Newton Method
89.72
91.61
93.5
95.39
Feb 10, 2025
Covariance Capture
Variance Error
Updated 5d ago
Evaluation Results
Method
Method
Links
Covariance Capture
Variance Error
Sketched Newton Method
d (Dimension)=100, tau...
2025.02
97
0.109
Weighted sample covariance estimator
d (Dimension)=60, Opti...
2025.02
97
0.068
Weighted sample covariance estimator
d (Dimension)=100, Opt...
2025.02
97
0.109
Weighted sample covariance estimator
d (Dimension)=20, Opti...
2025.02
96.5
0.037
Weighted sample covariance estimator
d (Dimension)=40, Opti...
2025.02
95
0.062
SGD
d (Dimension)=20, Xi (...
2025.02
90
-0.172
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