Models developed using nested CV | Average features remaining after initial feature- selection stage | Average features remaining after elastic net stage (Std. Error) |
---|---|---|
Baseline (Elastic net) | – | 30 (16.3) |
F-test (FDR: 0.01)/Elastic net | 23,685 | 4637 (283.5) |
F-test (FDR: 0.05)/Elastic net | 55,750 | 6398 (672.2) |
Gradient Boosting/Elastic net | 584 | 264 (8.7) |
Pearson Correlation/Elastic net | 750 | 68 (22.1) |
Mutual Information/Elastic net | 6500 | 394 (109.6) |
Linear SVR/Elastic net | 8500 | 4453 (12.6) |
Random Forest Regression/Elastic net | 3250 | 406 (10.6) |
PCA/elastic net | 1072* | 41(9.5)* |