From: Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data
FS method | # features | test error(%) | sensitivity(%) | specificity(%) | Youden index | AUC |
---|---|---|---|---|---|---|
L2 SVM | 22283 (all) | 10 | 93 | 84 | 0.77 | 0.855 |
RFE SVM | 2048 | 14 | 89 | 81 | 0.79 | 0.895 |
L1 SVM | 860 | 11 | 89 | 88 | 0.77 | 0.885 |
SCAD SVM | 32 | 9 | 91 | 91 | 0.83 | 0.915 |
Elastic Net SVM | 3 | 9 | 93 | 82 | 0.75 | 0.875 |
Elastic SCAD SVM | 59 | 7 | 96 | 88 | 0.84 | 0.92 |