From: Optimality condition and iterative thresholding algorithm for \(l_p\)-regularization problems
Problems | LASSO | ITA | ||||
---|---|---|---|---|---|---|
n | T | m | Time | Error | Time | Error |
800 | 60 | 150 | 0.572 | 4.16e−4 | 0.375 | 1.15e−4 |
800 | 80 | 180 | 0.461 | 3.58e−4 | 0.252 | 1.06e−4 |
2000 | 160 | 300 | 0.853 | 5.75e−4 | 0.516 | 1.62e−4 |
2000 | 200 | 500 | 0.853 | 5.86e−4 | 0.553 | 1.73e−4 |