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) | 25 | 11 | 93 | 0.04 | 0.52 |
RFE SVM | 22283 (all) | 25 | 11 | 93 | 0.04 | 0.52 |
L1 SVM | 8319 | 28 | 30 | 84 | 0.14 | 0.57 |
SCAD SVM | 1284 | 35 | 41 | 72 | 0.13 | 0.565 |
Elastic Net SVM | 272 | 28 | 37 | 81 | 0.19 | 0.595 |
Elastic SCAD SVM | 2074 | 26 | 30 | 87 | 0.17 | 0.585 |