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Benchmarks
Spectral Risk Optimisation on DGP1 lambda=0.50
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147,284
J Median
GP-BO
144,483.6
163,386.3
182,289
201,191.7
Mar 12, 2026
J Median
J Standard Deviation
J 25th Percentile
J 75th Percentile
EC Median
Gap (%)
Updated 2mo ago
Evaluation Results
Method
Method
Links
J Median
J Standard Deviation
J 25th Percentile
J 75th Percentile
EC Median
Gap (%)
GP-BO
2026.03
147,284
25,438
131,164
167,370
41,823
0.71
ACFS
2026.03
148,344
13,811
138,512
158,360
42,448
0
CEM-SO
2026.03
148,872
22,634
140,675
160,646
42,867
0.36
SGD-CVaR
2026.03
175,178
57,814
149,515
205,946
48,680
18.09
KDE-SO
2026.03
217,294
198,869
179,667
316,872
60,285
46.48
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