Fig. 3From: Randomized boosting with multivariable base-learners for high-dimensional variable selection and predictionPrediction error for high-dimensional illustrative data example. Mean squared error (MSE) of prediction on training data and independent test set (of size 1000), along the number of iterations of \(L_2\)Boosting, RSubBoost and AdaSubBoost (cf. Fig. 2). The vertical lines indicate the stopping iterations of the algorithmsBack to article page