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Benchmarks
Risk Minimization on Simulated Linear Regression N=10000, p=2000
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-0.647
Empirical Risk
RSPG
-0.93368
1.00141
2.9365
4.87159
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
-0.647
-0.646
117
RSPG
lambda=10−3, Time=117
2018.02
-0.646
-0.646
-
SGD
lambda=10^-2, mini-bat...
2018.02
-0.131
-0.13
144
SGD
Mini-batch size=1, lam...
2018.02
0.187
0.194
-
SGD
Mini-batch size=10, la...
2018.02
0.428
0.431
-
SGD
Mini-batch size=30, la...
2018.02
0.479
0.481
-
SGD
Mini-batch size=50, la...
2018.02
0.496
0.499
-
SGD
lambda=10^-2, mini-bat...
2018.02
3.23
3.23
99.1
SGD
lambda=10^-2, mini-bat...
2018.02
5.63
5.63
95.6
SGD
lambda=10^-2, mini-bat...
2018.02
6.52
6.53
503
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