SlowGuess/NeurIPS_2023_OCR huggingface dataset:
(b)  $L_{2}$
Figure 3: Normalized mean squared prediction error (NMSPE) versus threshold  $\lambda$  for vector-valued linear regression with three different metrics for  $\mathcal{V}$ : (a)  $\ell_1$ -metric; (b)  $\ell_2$ -metric; and (c)  $\ell_{\infty}$ -metric. [SVT]: the regularized Fréchet regression estimator  $\varphi_{\bar{\mathcal{D}}_n}^{(\lambda)}$  with best NMSPE; [EIV]: the unregularized Fréchet regression estimator  $\varphi_{\bar{\mathcal{D}}_n}^{(0)}$  with errors-in-variables covariates  $Z$ ; [REF]: the unregularized Fréchet regression estimator  $\varphi_{\mathcal{D}_n}^{(0)}$  with error-free covariates  $X$  (oracle).
(c)  $L_{\infty}$