Toward Efficient and Accurate Covariance Matrix Estimation on Compressed Data

Authors: Xixian Chen, Michael R. Lyu, Irwin King

ICML 2017 | Conference PDF | Archive PDF | Plain Text | LLM Run Details

Reproducibility Variable Result LLM Response
Research Type Experimental Finally, the extensive experiments on synthetic and real-world datasets validate the superior property of our method and illustrate that it significantly outperforms the state-of-the-art algorithms.4. Empirical Studies In this section, we empirically verify the properties of the proposed method and demonstrate its superiority. We compare its estimation accuracy with that of Gauss-Inverse, Sparse, and Uni Sample-HD. We also report the time comparisons.
Researcher Affiliation Academia 1Shenzhen Research Institute, The Chinese University of Hong Kong, Shenzhen, China. 2Department of Computer Science and Engineering, The Chinese University of Hong Kong, Shatin, N.T., Hong Kong.
Pseudocode Yes Algorithm 1 The proposed algorithm.
Open Source Code No The paper mentions implementing algorithms in C++ for comparison but does not provide a link or explicit statement about releasing the source code for their proposed methodology.
Open Datasets Yes We use nine publicly available real-world datasets (Chang & Lin, 2011; Blake & Merz, 1998; Amsaleg, 2010)
Dataset Splits No The paper uses synthetic and real-world datasets but does not explicitly provide details about training, validation, or test splits (e.g., percentages, sample counts, or specific split files).
Hardware Specification Yes We implement all algorithms in C++ and run them in a single thread mode on a standard workstation with Intel CPU@2.90GHz and 128GB RAM.
Software Dependencies No The paper states that algorithms are implemented in C++ but does not provide specific version numbers for any ancillary software, libraries, or solvers used.
Experiment Setup Yes The parameter selection on α is deferred to the appendix, and we empirically set α = 0.9.