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Table 4:
Total Time (Seconds) of the Regularization Path for Diagonal M.
Method\Data SetUSPSMadelonColon-CancerGisette
ActiveSet 2485.5 7005.8 3149.8 – 
ActiveSet+RRPB 326.7 593.4 632.2 133,870.0 
ActiveSet+RRPB+PGB 336.6 562.4 628.2 127,123.8 
#dimension 256 500 2000 5000 
#samples 7291 2000 62 6000 
#triplet 656,200 720,400 38,696 1,215,225 
k 10 20  15 
λmax 1.0e+7 2.0e+14 5.0e+7 4.5e+8 
λmin 1.9e+3 4.7e+11 7.0e+3 2.1e+3 
Method\Data SetUSPSMadelonColon-CancerGisette
ActiveSet 2485.5 7005.8 3149.8 – 
ActiveSet+RRPB 326.7 593.4 632.2 133,870.0 
ActiveSet+RRPB+PGB 336.6 562.4 628.2 127,123.8 
#dimension 256 500 2000 5000 
#samples 7291 2000 62 6000 
#triplet 656,200 720,400 38,696 1,215,225 
k 10 20  15 
λmax 1.0e+7 2.0e+14 5.0e+7 4.5e+8 
λmin 1.9e+3 4.7e+11 7.0e+3 2.1e+3 

Notes: The results in bold indicate the fastest method. The Gisette data set did not produce results by ActiveSet because of the time limitation.

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