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Benchmarks
Risk Minimization on Simulated Linear Regression N=10000, p=1000
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-0.633
Empirical Risk
RSPG
-0.89952
0.89949
2.6985
4.49751
Feb 9, 2018
Empirical Risk
Expected Risk
Computation Time
Updated 19d ago
Evaluation Results
Method
Method
Links
Empirical Risk
Expected Risk
Computation Time
RSPG
lambda=10^-2
2018.02
-0.633
-0.632
75.1
RSPG
lambda=10−3, Time=75.2
2018.02
-0.629
-0.628
-
SGD
lambda=10^-2, mini-bat...
2018.02
-0.322
-0.322
96.1
SGD
Mini-batch size=1, lam...
2018.02
-0.162
-0.155
-
SGD
Mini-batch size=10, la...
2018.02
1.1
1.45
-
SGD
lambda=10^-2, mini-bat...
2018.02
1.36
1.37
73.4
SGD
lambda=10^-2, mini-bat...
2018.02
2.61
2.61
71.6
SGD
lambda=10^-2, mini-bat...
2018.02
3.08
3.08
409
SGD
Mini-batch size=30, la...
2018.02
4.79
5.02
-
SGD
Mini-batch size=50, la...
2018.02
6.03
6.21
-
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