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Table 3 Median number of features selected

From: Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data

FS method

r = 10

r = 50

r = 100

r = 200

L1 SVM

141(56)

296(98)

509(290)

789(223)

SCAD SVM

12 (3)

61 (24)

593(382)

726(181)

Elastic Net SVM

38(25)

242(110)

355 (164)

511 (183)

Elastic SCAD SVM

24(19)

161 (139)

430 (116)

493 (124)

  1. In bold - median number of features that come closest to the true number of relevant features per simulation scenario, (in parentheses - median absolute deviation); underline - the second best.