Table 4 Model performance comparison across different datasets showing training/test/validation accuracies and computational efficiency. Missing values are indicated with “–”. All accuracy scores range [0,1], with higher values indicating better performance. CPU times in seconds.
From: Application of regularized covariance matrices in logistic regression and portfolio optimization
Datasets | Models | Train Acc | Test Acc | Valid Acc | CPU Time (s) |
---|---|---|---|---|---|
Iris | ASM | 1.0000 | 1.0000 | 0.9231 | 0.0013 |
ASRM | 1.0000 | 1.0000 | 0.9231 | 0.0014 | |
GD | 0.3929 | 0.4445 | 0.3810 | 4.0429 | |
Digits | ASM | 0.9638 | 0.9463 | 0.9683 | 0.0885 |
ASRM | 0.9638 | 0.9463 | 0.9683 | 0.0527 | |
GD | 0.7990 | 0.7926 | 0.7857 | 4.7482 | |
MNIST | ASM | 0.8711 | 0.8718 | 0.8692 | 0.8631 |
ASRM | 0.8711 | 0.8718 | 0.8692 | 2.8285 | |
GD | 0.9333 | 0.9262 | 0.9266 | 55.9809 | |
Breast Cancer | ASM | 0.9693 | 0.9474 | 0.9500 | 0.0030 |
ASRM | 0.9693 | 0.9474 | 0.9500 | 0.0030 | |
GD | 0.6289 | 0.6316 | 0.6125 | 4.3957 | |
Wine | ASM | 1.0000 | 1.0000 | 0.9231 | 0.0030 |
ASRM | 1.0000 | 1.0000 | 0.9231 | 0.0021 | |
GD | 0.3839 | 0.3889 | 0.4400 | 3.2338 | |
Fashion MNIST | ASM | 0.8331 | 0.8139 | 0.8218 | 0.8109 |
ASRM | 0.8332 | 0.8147 | 0.8234 | 2.8411 | |
GD | 0.7389 | 0.7327 | 0.7365 | 59.6885 | |
SENTIMENT | ASM | 0.8433 | 0.8257 | 0.8228 | 0.1395 |
ASRM | 0.8429 | 0.8271 | 0.8209 | 0.7191 | |
GD | 0.8462 | 0.8233 | 0.8205 | 4.8094 | |
IFLYTEK | ASM | 0.7228 | – | 0.5063 | 0.5036 |
ASRM | 0.7230 | – | 0.5068 | 1.3791 | |
GD | 0.9220 | – | 0.4475 | 42.7414 | |
TNEWS | ASM | 0.5100 | – | 0.4826 | 0.4174 |
ASRM | 0.5102 | – | 0.4830 | 2.2367 | |
GD | 0.5315 | – | 0.4683 | 11.8202 | |
SHOPPING | ASM | 0.7878 | – | 0.7689 | 0.4483 |
ASRM | 0.7880 | – | 0.7688 | 2.0602 | |
GD | 0.8285 | – | 0.7794 | 56.5898 |