Table 8:
Performance of ADMM 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 |
0.399 (0.00193) |
0.677 (0.00507) |
0.91 | 0.91 | 6.96 | 6.96 |
98 (2) |
98 (2) |
| 20 | 100 |
1.58 (0.0329) |
2.83 (0.00398) |
0.996 | 0.996 | 0 | 0 |
194 (2) |
194 (2) |
| 20 | 200 |
7.78 (0.0105) |
15 (0.0386) |
0.961 | 0.961 | 43.8 | 44 |
296 (2) |
296 (2) |
| 20 | 400 |
30 (0.0157) |
60.4 (0.0841) |
1.42 | 1.45 | 64.6 | 67.8 | 377 (2) |
376 (2) |