layer alpha_used ref2 r_awq r_alpha r_alpha_oracle alpha_oracle cos norm_ratio r_full_actual dW_rel proxy_logcorr eig_rank1e-6 df_rel6 top10_eigshare
3 1.135850 413.371 81.1143 76.2921 76.2921 1.135856 0.903017 0.795010 75.9137 0.00718441 -0.4423 640 47.92 0.5095
2 1.225199 334.329 57.6521 47.9772 47.9772 1.225208 0.925471 0.755359 47.9772 0 -0.4345 617 9.65 0.9423
1 1.192299 377.191 31.2991 22.0613 22.0613 1.192299 0.970315 0.813819 22.061 0.000230068 -0.0148 640 42.68 0.5687
0 1.308006 1366.19 192.859 123.978 123.978 1.308008 0.953547 0.729007 123.978 0 0.1020 430 5.05 0.9828
5 1.112114 275.985 58.4909 56.2575 56.2575 1.112121 0.892276 0.802319 56.2556 0.000381161 -0.4877 640 28.13 0.7599
6 1.150349 679.394 135.842 126.395 126.395 1.150351 0.902196 0.784279 126.301 0.00344693 -0.3657 640 46.65 0.5237
4 1.153103 615.149 119.172 110.273 110.273 1.153096 0.905946 0.785664 110.136 0.0042227 -0.5276 640 43.11 0.5732
7 1.137071 482.078 91.7135 85.9572 85.9572 1.137071 0.906474 0.797201 85.9329 0.00166647 -0.0296 640 36.94 0.6513
8 1.101122 354.787 41.3718 38.706 38.706 1.101122 0.943877 0.857195 38.705 0.000389653 0.2369 640 52.44 0.4486
9 1.109336 400.523 84.8557 81.7593 81.7593 1.109334 0.892115 0.804190 81.6852 0.00336604 0.1994 640 54.86 0.4269
10 1.081677 236.805 30.9936 29.8135 29.8135 1.081673 0.934934 0.864340 29.8128 0.000334249 0.3108 640 50.99 0.4773
11 1.075126 248.956 57.1126 56.1713 56.1713 1.075126 0.879984 0.818494 56.1072 0.00413216 0.2696 640 60.60 0.3466
12 1.074442 248.201 31.3189 30.2726 30.2726 1.074447 0.937033 0.872108 30.2718 0.000175238 0.2252 640 25.59 0.7859
14 1.108071 369.984 74.5403 71.7029 71.7029 1.108072 0.897886 0.810314 71.5456 0.00649147 -0.0049 640 58.16 0.3763
13 1.083306 220.847 28.2428 27.097 27.097 1.083305 0.936645 0.864618 27.0951 0.000757154 0.4302 640 43.79 0.5741
15 1.052734 751.309 177.454 176.011 176.011 1.052734 0.875059 0.831225 174.904 0.011502 0.0754 640 60.10 0.3542
16 1.053208 461.092 109.606 108.707 108.707 1.053209 0.874209 0.830043 108.452 0.00664365 0.0561 640 61.78 0.3365
18 1.075513 360.67 79.7623 78.3705 78.3705 1.075517 0.884708 0.822588 78.2572 0.0041711 0.3273 640 49.32 0.4958
17 1.048797 319.879 76.5426 76.0146 76.0146 1.048801 0.873135 0.832508 75.8951 0.00629346 0.0712 640 65.67 0.2865
19 1.006455 387.772 106.342 106.33 106.33 1.006434 0.851934 0.846488 106.195 0.00549426 -0.1074 640 62.61 0.3172
20 1.017251 686.167 119.456 119.293 119.293 1.017249 0.908926 0.893514 119.24 0.00270091 -0.2282 640 61.66 0.3249
21 1.020623 552.203 94.2308 94.0437 94.0437 1.020622 0.910875 0.892470 93.9841 0.00379834 -0.2214 640 60.61 0.3591
22 1.014611 588.239 154.378 154.288 154.288 1.014616 0.858902 0.846529 154.259 0.00180811 0.0060 640 30.93 0.7241
23 0.961861 847.877 257.971 257.042 257.042 0.961871 0.834769 0.867860 256.885 0.0033127 -0.3710 640 52.98 0.4355
25 1.025484 280.45 72.2041 72.0755 72.0755 1.025482 0.861975 0.840556 71.9797 0.00597088 0.0972 640 62.03 0.3475
24 1.021621 278.198 72.4664 72.3741 72.3741 1.021628 0.860143 0.841934 72.3173 0.00434294 0.1998 640 56.33 0.4186
27 1.007990 198.779 52.141 52.1317 52.1317 1.007998 0.858918 0.852103 52.0257 0.00769708 0.0994 640 69.52 0.2450
26 1.036018 211.475 54.3844 54.1943 54.1943 1.036019 0.862399 0.832416 54.1414 0.00511925 0.1729 640 60.25 0.3727
28 1.001269 236.272 64.0934 64.0931 64.0931 1.001327 0.853658 0.852527 64.0299 0.00484832 -0.0111 640 51.35 0.4914
29 1.024046 305.555 77.1059 76.9799 76.9799 1.024042 0.864907 0.844601 76.89 0.00617093 0.3376 640 62.62 0.3391
30 1.037594 510.808 76.1408 75.5695 75.5695 1.037590 0.923070 0.889629 75.5441 0.00221077 -0.0151 640 60.08 0.3708
31 1.013643 986.397 248.781 248.647 248.647 1.013659 0.864826 0.853172 247.147 0.0132285 -0.1939 640 64.82 0.3045
32 0.990056 840.07 239.209 239.149 239.149 0.990056 0.845768 0.854263 238.548 0.00908957 -0.1303 640 67.12 0.2739
34 1.023027 640.26 167.685 167.446 167.446 1.023020 0.859344 0.840007 166.89 0.011712 0.2333 640 61.93 0.3442
33 1.009439 652.566 169.38 169.338 169.338 1.009427 0.860526 0.852489 168.875 0.0103189 0.0388 640 70.41 0.2332
35 1.002074 913.101 248.962 248.96 248.959 1.002117 0.852847 0.851045 248.326 0.00940479 -0.1449 640 60.45 0.3676
36 1.020253 2700.12 494.944 494.074 494.074 1.020258 0.903890 0.885943 493.706 0.00375157 -0.1819 640 49.64 0.4961
37 1.017412 2047.98 535.541 535.099 535.099 1.017406 0.859487 0.844783 532.351 0.0159755 -0.2021 640 58.63 0.3854
38 1.046039 3621.43 899.631 894.35 894.35 1.046029 0.867778 0.829593 891.65 0.00938828 -0.1047 640 51.91 0.4555
39 1.004423 3996.52 1108.21 1108.15 1108.15 1.004380 0.850129 0.846422 1105.26 0.00820364 -0.4660 640 54.61 0.4118
40 0.990135 2756.62 771.805 771.608 771.608 0.990126 0.848580 0.857043 769.679 0.00877177 -0.3698 640 45.99 0.5436
42 1.017036 4208.93 1130.71 1129.84 1129.84 1.017037 0.855313 0.840986 1127.78 0.00705802 -0.3504 640 44.24 0.5694
41 0.986210 3164.51 917.861 917.422 917.422 0.986213 0.842669 0.854449 915.328 0.00985797 -0.2686 640 47.77 0.5193
43 0.979980 2164.39 621.964 621.319 621.319 0.979976 0.844355 0.861608 620.62 0.00461196 -0.2864 640 41.60 0.6016
46 0.990599 5221.41 1434.27 1433.92 1433.92 0.990593 0.851690 0.859778 1432.1 0.00432463 0.1546 640 26.12 0.7815
47 1.120822 25622.2 5042.44 4800.48 4800.48 1.120822 0.901468 0.804292 4624.79 0.0090097 0.2427 640 18.21 0.8703
44 0.965011 3422.73 1017.57 1014.4 1014.4 0.965009 0.838825 0.869241 1011.77 0.00781003 -0.0813 640 36.44 0.6696
45 0.971247 4301.33 1251.59 1248.91 1248.91 0.971249 0.842404 0.867341 1247.29 0.00435164 -0.0021 640 31.13 0.7258