Table 7:
Performance of MM on convex regression using CG and LSQR. Both inner and outer iterations are reported with the latter in parentheses.
| Time (s) | Loss ×106 | Distance ×106 | Iterations | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| features | samples | CG | LSQR | CG | LSQR | CG | LSQR | CG | LSQR | ||
| 20 | 50 |
0.39 (0.00132) |
0.68 (0.00607) |
0.991 | 0.991 | 2.7 | 2.65 |
104 (2) |
104 (2) |
||
| 20 | 100 |
1.46 (0.000164) |
2.67 (0.00555) |
0.995 | 0.994 | 3.08 | 3.16 |
190 (2) |
190 (2) |
||
| 20 | 200 |
7.7 (0.166) |
14.7 (0.00913) |
0.984 | 0.984 | 25.1 | 25.1 |
298 (2) |
298 (2) |
||
| 20 | 400 |
30.2 (0.0275) |
63 (0.268) |
0.997 | 0.997 | 9.21 | 8.89 |
412 (2) |
412 (2) |
||