Parameter tuning

datasets:

"a9a", "colon_cancer", "duke", "leu", "mushrooms", "w8a"

group setup:

overlap ratio: [0.1, 0.3, 0.5]
group size: [10, 100]

sparsity:

0.1, 0.05

6 * 2 * 2 * 3 = 72 instances

Natural Formulation

• Option I:

gamma1 = [1e-12, 1e-11, 1e-10, 1e-9, 1e-8]

• Option II:

gamma2 = [1e-12, 1e-11, 1e-10, 1e-9, 1e-8]

• Option III:

c = [1e1, 1e2, 1e3, 1e4, 1e5]