Research map / Learning theory and algorithms / Matrix and tensor methods
Estimating Structured Vector Autoregressive Models
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use sparse regularization instead of Ridge | VAR estimation on NASA aviation landing data · NASA aviation landing data | mean squared error: 33.5(6.1) -> 32.2(6.4) | Helped |
| Use Sparse Group Lasso instead of Group Lasso | VAR estimation on NASA aviation landing data · NASA aviation landing data | average non-zeros (% of total elements): 75.3(8.4) -> 38.4(9.6) | Helped |
| Use Lasso instead of Ridge | VAR estimation on NASA aviation landing data · NASA aviation landing data | mean squared error: 33.5(6.1) -> 32.3(6.5) | Helped |
| Use OWL instead of Ridge | VAR estimation on NASA aviation landing data · NASA aviation landing data | mean squared error: 33.5(6.1) -> 32.2(6.6) | Helped |
| Use Group Lasso instead of Ridge | VAR estimation on NASA aviation landing data · NASA aviation landing data | mean squared error: 33.5(6.1) -> 32.7(6.5) | Helped |
Closest papers by meaning
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