Table 2.
Comparison of average test errors (and corresponding standard errors in parentheses) for Example 2 with respect to dimension q = 1, 5, 10 and three distance measures. The results for naive method, SSANOVA, Random Forest, resolution-wise regression with fixed smoothness, and resolution-wise regression with CV are listed in the columns from left to right respectively.
| Example | Measure | Naive | SSANOVA | Random Forest | Fixed smoothness | CV |
|---|---|---|---|---|---|---|
| q = 1 | KS | 0.103 | 0.215 | 0.256 | 0.169 | 0.167 |
| (0.006) | (0.005) | (0.008) | (0.013) | (0.014) | ||
| KL | 0.261 | 0.605 | 0.787 | 0.089 | 0.693 | |
| (0.010) | (0.021) | (0.049) | (0.008) | (0.037) | ||
| L 1 | 0.383 | 0.765 | 0.716 | 0.283 | 0.517 | |
| (0.018) | (0.033) | (0.035) | (0.015) | (0.027) | ||
| q = 5 | KS | 0.345 | 0.219 | 0.222 | 0.180 | 0.179 |
| (0.019) | (0.016) | (0.012) | (0.015) | (0.014) | ||
| KL | 0.701 | 0.589 | 0.730 | 0.146 | 0.532 | |
| (0.034) | (0.025) | (0.037) | (0.011) | (0.028) | ||
| L 1 | 0.937 | 0.774 | 0.693 | 0.348 | 0.506 | |
| (0.039) | (0.035) | (0.028) | (0.015) | (0.022) | ||
| q = 10 | KS | 0.344 | 0.210 | 0.213 | 0.169 | 0.183 |
| (0.006) | (0.006) | (0.015) | (0.018) | (0.018) | ||
| KL | 0.767 | 0.589 | 0.666 | 0.185 | 0.572 | |
| (0.033) | (0.024) | (0.050) | (0.022) | (0.035) | ||
| L 1 | 0.952 | 0.735 | 0.693 | 0.346 | 0.498 | |
| (0.038) | (0.032) | (0.035) | (0.015) | (0.026) |