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) | 19 | 32 | 97 | 0.25 | 0.62 |
RFE SVM | 2048 | 20 | 27 | 93 | 0.20 | 0.895 |
L1 SVM | 7299 | 21 | 27 | 93 | 0.20 | 0.60 |
SCAD SVM | 1072 | 21 | 35 | 91 | 0.26 | 0.63 |
Elastic Net SVM | 398 | 24 | 15 | 91 | 0.06 | 0.53 |
Elastic SCAD SVM | 148 | 15 | 52 | 94 | 0.46 | 0.73 |