Table 2.

Partial solution path in 5-fold cross validation on the synthetic example with various active variables k. Reported metrics are averages over 5 folds with standard errors in parentheses. The highlighted row corresponds to results for the true sparsity level s = 0.996, or equivalently k = 2. Here λ = 1 is fixed.

				Accuracy (%)
k	Iterations	Loss	Support Vectors	Train	Validation	Test
500	7	0.300	623	98	77	72
	(0)	(0.004)	(1)	(0)	(2)	(1)
375	210	0.301	622	98	77	73
	(4)	(0.004)	(2)	(0)	(2)	(1)
250	421	0.313	622	98	77	74
	(7)	(0.004)	(1)	(0)	(2)	(1)
125	599	0.351	619	97	79	76
	(9)	(0.004)	(2)	(0)	(1)	(1)
73	696	0.388	622	97	82	79
	(11)	(0.004)	(1)	(0)	(2)	(1)
43	747	0.421	625	96	85	82
	(4)	(0.005)	(1)	(0)	(2)	(1)
25	813	0.450	627	95	86	85
	(4)	(0.004)	(1)	(0)	(2)	(1)
15	820	0.471	626	95	87	88
	(6)	(0.003)	(1)	(0)	(2)	(1)
9	866	0.488	627	95	91	91
	(9)	(0.002)	(1)	(0)	(2)	(1)
5	885	0.503	628	96	94	93
	(3)	(0.002)	(1)	(0)	(2)	(0)
3	891	0.513	628	97	96	95
	(2)	(0.002)	(1)	(0)	(1)	(0)
				Accuracy (%)
2	896	0.519	627	99	100	100
	(3)	(0.002)	(1)	(0)	(0)	(0)
1	946	0.747	640	76	73	76
	(3)	(0.002)	(0)	(0)	(0)	(1)