ResearchBenchmarksVariable Selection on Example 2 ρ=0.75Follow100TPRSPPCSO16.838.46081.6Mar 6, 2026Evaluation ResultsMethodMethodLinksTPRTNRTMRSPPCSO2026.0310099.735Enet2026.0399.996.60LASSO2026.0398.896.40SACE2026.0398.796.40Mnet2026.0396.898.83.8GSACE2026.0320.199.60MCP2026.032099.80SCAD2026.032099.40