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Table 3 Summary results for the different simultaneous component analyses with sparse loadings

From: A flexible framework for sparse simultaneous component based data integration

  Lasso GroupLasso ElitistLasso
f Fit % zeros Fit % zeros Fit % zeros
0 0.57 0 0.57 0 0.57 0
0.0001 0.57 0 0.57 0 0.57 0
0.001 0.57 0 0.57 0 0.57 4
0.01 0.57 0 0.57 0 0.54 19
0.1 0.57 7 0.57 0 0.36 37
0.2 0.56 10 0.56 0 0.28 41
0.5 0.53 20 0.54 0 0.17 47
1 0.46 28 0.46 0 0.10 47
  1. Different panels correspond to different approaches: The lasso in the first panel, the group lasso in the second panel, and Elitist lasso in the last panel. Within each panel, both the fit of the model to the data and the number of zero loadings are reported. The different rows correspond to different values of the tuning parameter.