| Deviance | AUC | BS | Misclassification |
---|---|---|---|---|
Penalty and group penalty methods | ||||
Lasso | 909.438 (11.110) | 0.677 (0.015) | 0.225 (0.004) | 0.374 (0.015) |
MCP | 921.284 (13.683) | 0.662 (0.016) | 0.229 (0.004) | 0.385 (0.017) |
SCAD | 910.031 (10.286) | 0.676 (0.014) | 0.225 (0.003) | 0.376 (0.015) |
gsslasso | 906.799 (12.149) | 0.678 (0.014) | 0.224 (0.004) | 0.371 (0.014) |
grlasso | 909.698 (9.553) | 0.682 (0.016) | 0.225 (0.003) | 0.368 (0.014) |
grMCP | 935.226 (146.534) | 0.664 (0.020) | 0.229 (0.012) | 0.378 (0.017) |
grSCAD | 909.427 (10.034) | 0.682 (0.016) | 0.225 (0.003) | 0.368 (0.015) |
cMCP | 951.428 (155.631) | 0.662 (0.019) | 0.233 (0.016) | 0.381 (0.017) |
Model stacking methods | ||||
nsslasso (Lasso) | 907.198 (15.916) | 0.683 (0.015) | 0.224 (0.005) | 0.369 (0.015) |
nsslasso (network) | 908.390 (15.794) | 0.681 (0.015) | 0.224 (0.005) | 0.371 (0.014) |
nsslasso (KNN) | 951.428 (17.056) | 0.660 (0.018) | 0.229 (0.005) | 0.383 (0.016) |
nsslasso (NBa) | 928.802 (13.804) | 0.655 (0.016) | 0.231 (0.005) | 0.385 (0.015) |
nsslasso (RF) | 901.347 (12.669) | 0.681 (0.014) | 0.222 (0.004) | 0.371 (0.013) |
L-BFGS (Lasso) | 905.644 (7.404) | 0.688 (0.014) | 0.223 (0.003) | 0.371 (0.015) |
nLasso (Lasso) | 904.968 (14.092) | 0.684 (0.015) | 0.223 (0.004) | 0.369 (0.014) |