TABLE II.
Loss Function | |Rens,in(α*) − Rridge,in(λ*)| | |Rens,out(α*) − Rridge,out(λ*)| | ||
---|---|---|---|---|
Scenario I | Least-square | 0.00152 | 0.00006 | 0.00546 |
Huber | 0.00001 | 0.05360 | 0.04732 | |
Logistic | 0.00025 | 0.00046 | 0.00865 | |
Hinge | 0.09410 | 0.04726 | 0.13034 | |
Scenario II | Least-square | 0.00339 | 0.00006 | 0.00258 |
Huber | 0.02615 | 0.05867 | 0.02284 | |
Logistic | 0.00117 | 0.00047 | 0.00820 | |
Hinge | 0.09697 | 0.05072 | 0.08414 |