From: Ultra-high dimensional variable selection with application to normative aging study: DNA methylation and metabolic syndrome
Elastic net
ISIS, d=50
ISIS, d=25
The number of selected variables
9.6
1.6
(2.51)
(0.55)
Average of AUC
0.6011
0.6219
0.6197
Average of multiclass AUC
0.6249
0.6358
0.6441