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Benchmarks
Regression on Power 10% outlier contamination (test)
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4.19
RMSE
EM
3.8612
6.0806
8.3
10.5194
May 28, 2026
RMSE
ESS (theta)
ESS (y)
Updated 5d ago
Evaluation Results
Method
Method
Links
RMSE
ESS (theta)
ESS (y)
EM
Framework=Heteroscedas...
2026.05
4.19
51.4
91.1
Huber
Description=Robust bas...
2026.05
4.2
100
91.1
MacKay
Framework=Heteroscedas...
2026.05
4.2
2.9
87.1
l2-IRLS
Framework=Heteroscedas...
2026.05
4.21
58
90.9
Student-t
Description=Robust bas...
2026.05
4.25
100
92.9
l1-IRLS
Framework=Heteroscedas...
2026.05
4.4
6.9
93.2
Grad. (Dual)
Framework=Heteroscedas...
2026.05
4.55
8.6
38.5
Grad. (Primal)
Framework=Heteroscedas...
2026.05
4.58
8.8
38.6
Ridge
Description=Standard b...
2026.05
4.83
97
100
GP
Description=Standard b...
2026.05
4.86
19.4
100
OLS
Description=Standard b...
2026.05
12.41
100
100
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