| Scenario 1 | Scenario 2 | Scenario 3 | Scenario 4 | Scenario 5 | Scenario 6 |
---|---|---|---|---|---|---|
Penalty and group penalty methods | ||||||
Lasso | 0.148 (0.010) | 0.202 (0.009) | 0.235 (0.006) | 0.160 (0.009) | 0.190 (0.010) | 0.232 (0.006) |
MCP | 0.147 (0.011) | 0.201 (0.010) | 0.236 (0.007) | 0.159 (0.010) | 0.189 (0.012) | 0.233 (0.007) |
SCAD | 0.146 (0.010) | 0.201 (0.009) | 0.236 (0.006) | 0.159 (0.010) | 0.189 (0.011) | 0.232 (0.006) |
network | 0.165 (0.008) | 0.202 (0.008) | 0.237 (0.006) | 0.156 (0.009) | 0.193 (0.009) | 0.232 (0.005) |
gsslasso | 0.145 (0.011) | 0.201 (0.008) | 0.235 (0.007) | 0.156 (0.010) | 0.188 (0.011) | 0.232 (0.007) |
grlasso | 0.165 (0.008) | 0.210 (0.006) | 0.240 (0.005) | 0.174 (0.008) | 0.201 (0.007) | 0.238 (0.005) |
grMCP | 0.179 (0.007) | 0.213 (0.007) | 0.240 (0.004) | 0.184 (0.008) | 0.205 (0.007) | 0.238 (0.005) |
grSCAD | 0.168 (0.008) | 0.210 (0.006) | 0.240 (0.005) | 0.176 (0.007) | 0.201 (0.007) | 0.238 (0.005) |
cMCP | 0.148 (0.012) | 0.202 (0.010) | 0.237 (0.008) | 0.160 (0.012) | 0.194 (0.011) | 0.233 (0.007) |
Model stacking methodsa | ||||||
nsslasso (Lasso) | 0.162 (0.009) | 0.199 (0.008) | 0.232 (0.007) | 0.148 (0.010) | 0.185 (0.010) | 0.229 (0.007) |
nsslasso (MCP) | 0.159 (0.009) | – | – | – | – | 0.229 (0.007) |
nsslasso (SCAD) | 0.159 (0.009) | – | – | – | – | 0.228 (0.007) |
nsslasso (network) | 0.160 (0.008) | 0.199 (0.008) | 0.237 (0.006) | 0.146 (0.010) | 0.185 (0.010) | 0.229 (0.007) |
nsslasso (KNN) | 0.190 (0.010) | 0.219 (0.009) | 0.244 (0.008) | 0.179 (0.011) | 0.208 (0.009) | 0.240 (0.007) |
nsslasso (NBa) | 0.205 (0.009) | 0.226 (0.008) | 0.243 (0.005) | 0.191 (0.009) | 0.214 (0.008) | 0.238 (0.005) |
nsslasso (RF) | 0.182 (0.009) | 0.212 (0.008) | 0.240 (0.006) | 0.167 (0.011) | 0.199 (0.009) | 0.236 (0.006) |
L-BFGS (Lasso) | 0.176 (0.010) | 0.206 (0.008) | 0.234 (0.005) | 0.167 (0.013) | 0.196 (0.008) | 0.232 (0.005) |
nLasso (Lasso) | 0.162 (0.009) | 0.199 (0.008) | 0.232 (0.006) | 0.148 (0.010) | 0.185 (0.010) | 0.228 (0.006) |