Table 1: 10% training, 100x100 rank 5, 30 data sets

SNR 3

SNR 5

SNR 10

trace
elastic
ksupp
trace
elastic
ksupp
trace
elastic
ksupp

test error (std)

0.8610 (0.04)

rank
17

iterations
163

0.8394 (0.04)
0.7396 (0.04)

13
18

103
168

0.7318 (0.04)
0.6464 (0.04)

16
18

134
194

0.6432 (0.04)

17

173

Table 2: 20% training, 100x100 rank 5, 30 data sets

SNR 3

SNR 5

SNR 10

trace
elastic
ksupp
trace
elastic
ksupp
trace
elastic
ksupp

test error (std)

0.5423 (0.06)

rank
24

iterations
132

0.5257 (0.06)
0.3328 (0.05)

20
28

82
158

0.3263 (0.05)
0.1744 (0.03)

25
26

160
133

0.1640 (0.03)

28

212

Table 3: 30% training, 100x100 rank 5, 30 data sets

SNR 3

SNR 5

SNR 10

trace
elastic
ksupp
trace
elastic
ksupp
trace
elastic
ksupp

test error (std)

0.3970 (0.05)

rank
23

iterations
81

0.3825 (0.06)
0.1992 (0.04)

24
41

66
288

0.1921 (0.04)
0.0658 (0.01)

29
40

143
345

0.0647 (0.01)

39

287

600
trace
ksupport

objective value

500
400
300
200
100
0
0

100

200

300

iterations
(a)

Figure 1: Average objective function for each iteration over the 30 data sets. In
this case, SNR is 10 and training sample is 10%.