Variable Selection on Example 1
100TPRLASSO
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| LASSOsigma=0.52026.03 | 100 | 98.2 | 13.8 | |
| LASSOsigma=12026.03 | 100 | 98.7 | 13.8 | |
| Enetsigma=0.52026.03 | 100 | 98.1 | 13.8 | |
| Enetsigma=12026.03 | 100 | 98.5 | 12.5 | |
| Mnetsigma=0.52026.03 | 100 | 99.8 | 48.8 | |
| Mnetsigma=12026.03 | 100 | 99.7 | 52.5 | |
| SACEsigma=0.52026.03 | 100 | 98.4 | 11.3 | |
| SACEsigma=12026.03 | 100 | 98.6 | 11.3 | |
| SPPCSOsigma=0.52026.03 | 100 | 100 | 98.8 | |
| SPPCSOsigma=12026.03 | 100 | 99.9 | 70 | |
| SPPCSOsigma=22026.03 | 100 | 99.2 | 22.5 | |
| Enetsigma=22026.03 | 99.9 | 98.2 | 8.8 | |
| Mnetsigma=22026.03 | 99.8 | 99.4 | 20 | |
| LASSOsigma=22026.03 | 98.9 | 98.8 | 13.8 | |
| SACEsigma=22026.03 | 98.9 | 98.5 | 3.8 | |
| GSACEsigma=0.52026.03 | 70.1 | 99.8 | 0 | |
| SCADsigma=0.52026.03 | 69.8 | 98.3 | 1.3 | |
| GSACEsigma=12026.03 | 67.7 | 99.6 | 0 | |
| SCADsigma=12026.03 | 66.1 | 98.7 | 0 | |
| MCPsigma=0.52026.03 | 65.3 | 99.7 | 0 | |
| MCPsigma=12026.03 | 61.9 | 99.2 | 0 | |
| GSACEsigma=22026.03 | 60.3 | 99.4 | 0 | |
| SCADsigma=22026.03 | 57.7 | 98.7 | 0 | |
| MCPsigma=22026.03 | 53.8 | 99.6 | 0 |