Table 2.
Number of features selected by the different feature selection methods as a function of the used correlation threshold (mean ± standard deviation).
| Feature selection method | Correlation threshold | ||||
|---|---|---|---|---|---|
| 0.80 | 0.85 | 0.90 | 0.95 | 1 | |
| p-value | 14 ± 2 | 18 ± 2 | 22 ± 2 | 30 ± 2 | 58 ± 4 |
| LASSO | 10 ± 2 | 10 ± 2 | 11 ± 1 | 12 ± 1 | 13 ± 2 |
| ssLASSO | 8 ± 2 | 9 ± 2 | 10 ± 1 | 10 ± 2 | 12 ± 2 |
| PCA | 8 ± 0 | 9 ± 0 | 9 ± 0 | 8 ± 0 | 8 ± 1 |
| ssPCA | 7 ± 0 | 7 ± 0 | 8 ± 0 | 8 ± 0 | 7 ± 0 |
| SFS | 11 ± 0 | 13 ± 0 | 17 ± 0 | 23 ± 0 | 46 ± 0 |
LASSO, least absolute shrinkage and selection operator; ssLASSO, semi-supervised LASSO; PCA, principal component analysis; ssPCA, semi-supervised PCA; SFS, sequential feature selection.