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Linear regression

Benchmarks

Dataset Name	SOTA Method	Metric
Synthetic Linear Regression (n=50, d=50, K=40, ε=0.2) (train/test)		Average Local Error0.211	204	18d ago
Synthetic Multi-task Linear Regression (n=d=50, K=40, epsilon=0.2)	JRGE	Global Error (L2-norm)0.178	192	18d ago
Synthetic Linear Regression	ALR	MSE1	192	1mo ago
LHSM m=16 (test)		RMSE0.0691	108	2mo ago
LHSM (test)		RMSE0.0691	108	2mo ago
Synthetic Multi-task Dataset d=50, K=20, epsilon=0.2 (test)	JRGE	Local Error0.688	102	18d ago
Linear Regression (synthetic)		Local Error0.948	101	18d ago
Linear regression with Toeplitz Sigma_a r=0.5	Sketched Newton Method	Coverage (%)100	41	3mo ago
Linear Regression Equi-correlation Covariance, r=0.2	Sketched Newton Method	Covariance Capture (%)100	40	3mo ago
Equi-correlation Sigma_a r=0.3	Sketched Newton Method	Covariance Coverage100	36	3mo ago
Equi-correlation Sigma_a r=0.1	Sketched Newton Method	Covariance Coverage (%)100	36	3mo ago
Linear regression with Toeplitz Sigma_a r=0.6	Sketched Newton Method	Coverage100	36	3mo ago
Linear regression with Toeplitz Sigma_a r=0.4	Sketched Newton Method	Coverage (%)100	36	3mo ago
Concrete 40% MNAR	minimal repair	Time (s)0.0217	32	4mo ago
Concrete 20% MNAR		Time (s)0.0172	32	4mo ago
Gas 40% MNAR	AC	Time (s)0.274	32	4mo ago
energy (val)	Cond-DP	MSE7.2562	22	1mo ago
Boston housing (val)	Cond-DP	MSE1.319	21	1mo ago
CA housing (val)	Cond-DP	MSE0.648	20	1mo ago
Santander		Gap (%)0	20	2mo ago
wine (val)	Cond-DP	MSE0.6319	19	1mo ago
Superconductivity 20 MCAR injected (test)		Time (s)0.0692	19	4mo ago
Simulated data		Calibration Error0.156	18	1mo ago
Synthetic d=20 (test)	Online Newton Method with Accelerated Sketching	MAE (10^-2)0.1033	18	2mo ago
Synthetic d=40 1.0 (test)	Online Newton with Nesterov’s Accelerated Sketching	MAE12.56	18	2mo ago

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