Table 2.
Logistic Regression — Dense Features |
||||||
---|---|---|---|---|---|---|
Correlation | ||||||
0 | 0.1 | 0.2 | 0.5 | 0.9 | 0.95 | |
N = 1000, p = 100 | ||||||
glmnet | 1.65 | 1.81 | 2.31 | 3.87 | 5.99 | 8.48 |
l1lognet | 31.475 | 31.86 | 34.35 | 32.21 | 31.85 | 31.81 |
BBR | 40.70 | 47.57 | 54.18 | 70.06 | 106.72 | 121.41 |
LPL | 24.68 | 31.64 | 47.99 | 170.77 | 741.00 | 1448.25 |
N = 5000, p = 100 | ||||||
glmnet | 7.89 | 8.48 | 9.01 | 13.39 | 26.68 | 26.36 |
l1lognet | 239.88 | 232.00 | 229.62 | 229.49 | 22.19 | 223.09 |
N = 100, 000, p = 100 | ||||||
glmnet | 78.56 | 178.45 | 205.94 | 274.33 | 552.48 | 638.50 |
N = 100, p = 1000 | ||||||
glmnet | 1.06 | 1.07 | 1.09 | 1.45 | 1.72 | 1.37 |
l1lognet | 25.99 | 26.40 | 25.67 | 26.49 | 24.34 | 20.16 |
BBR | 70.19 | 71.19 | 78.40 | 103.77 | 149.05 | 113.87 |
LPL | 11.02 | 10.87 | 10.76 | 16.34 | 41.84 | 70.50 |
N = 100, p = 5000 | ||||||
glmnet | 5.24 | 4.43 | 5.12 | 7.05 | 7.87 | 6.05 |
l1lognet | 165.02 | 161.90 | 163.25 | 166.50 | 151.91 | 135.28 |
N = 100, p = 100, 000 | ||||||
glmnet | 137.27 | 139.40 | 146.55 | 197.98 | 219.65 | 201.93 |