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Ridge Regression on Spiked covariance model N=500 synthetic

1.15Median Out-of-Sample MSE

optimization-based λmin

Updated 6d ago

Evaluation Results

Method	Links
optimization-based λmin 2026.05		1.15
model-based λfp (Alg. 2) 2026.05		1.15
sample-based λsfp (Alg. 3) 2026.05		1.19
signal-to-noise λSN 2026.05		1.37
default λ0 = 1 2026.05		1.61