| Scenario 1 | Scenario 2 | Scenario 3 | Scenario 4 | Scenario 5 | Scenario 6 |
---|---|---|---|---|---|---|
Penalty and group penalty methods | ||||||
Lasso | 0.871 (0.018) | 0.754 (0.023) | 0.644 (0.029) | 0.848 (0.018) | 0.786 (0.024) | 0.660 (0.028) |
MCP | 0.873 (0.018) | 0.757 (0.023) | 0.637 (0.032) | 0.851 (0.019) | 0.785 (0.027) | 0.655 (0.028) |
SCAD | 0.873 (0.017) | 0.756 (0.023) | 0.640 (0.029) | 0.851 (0.019) | 0.786 (0.026) | 0.660 (0.026) |
network | 0.849 (0.019) | 0.755 (0.023) | 0.634 (0.029) | 0.867 (0.020) | 0.780 (0.026) | 0.658 (0.025) |
gsslasso | 0.875 (0.017) | 0.758 (0.022) | 0.644 (0.029) | 0.855 (0.018) | 0.788 (0.025) | 0.659 (0.028) |
grlasso | 0.842 (0.018) | 0.738 (0.023) | 0.624 (0.028) | 0.825 (0.020) | 0.762 (0.024) | 0.636 (0.028) |
grMCP | 0.815 (0.020) | 0.724 (0.022) | 0.620 (0.026) | 0.801 (0.022) | 0.748 (0.024) | 0.631 (0.027) |
grSCAD | 0.851 (0.018) | 0.738 (0.023) | 0.624 (0.027) | 0.832 (0.019) | 0.765 (0.022) | 0.635 (0.028) |
cMCP | 0.871 (0.019) | 0.752 (0.025) | 0.634 (0.034) | 0.850 (0.022) | 0.772 (0.027) | 0.653 (0.030) |
Model stacking methodsa | ||||||
nsslasso (Lasso) | 0.845 (0.017) | 0.763 (0.020) | 0.656 (0.026) | 0.870 (0.017) | 0.796 (0.021) | 0.670 (0.026) |
nsslasso (MCP) | 0.850 (0.016) | – | – | – | – | 0.670 (0.027) |
nsslasso (SCAD) | 0.850 (0.016) | – | – | – | – | 0.671 (0.027) |
nsslasso (network) | 0.847 (0.016) | 0.762 (0.020) | 0.634 (0.029) | 0.872 (0.018) | 0.800 (0.022) | 0.669 (0.025) |
nsslasso (KNN) | 0.785 (0.022) | 0.706 (0.027) | 0.597 (0.041) | 0.809 (0.022) | 0.738 (0.024) | 0.617 (0.037) |
nsslasso (NBa) | 0.749 (0.024) | 0.686 (0.029) | 0.609 (0.029) | 0.782 (0.022) | 0.722 (0.024) | 0.635 (0.025) |
nsslasso (RF) | 0.802 (0.019) | 0.728 (0.023) | 0.620 (0.032) | 0.835 (0.021) | 0.763 (0.023) | 0.638 (0.026) |
L-BFGS (Lasso) | 0.845 (0.017) | 0.765 (0.019) | 0.659 (0.027) | 0.869 (0.017) | 0.796 (0.021) | 0.673 (0.025) |
nLasso (Lasso) | 0.844 (0.017) | 0.763 (0.020) | 0.656 (0.026) | 0.870 (0.017) | 0.796 (0.021) | 0.670 (0.025) |