Table 5.

Results for scenario 3, displaying all indicators average over the 50 repetitions

	Constant correlation									Non constant correlation
FSM	AUC	Se	Spe	NSIF	NSNIF	Stability	Runtime	Rank	FSM	AUC	Se	Spe	NSIF	NSNIF	Stability	Runtime	Rank
${\alpha }_{max}=0.9$
FULL	84.66	84.80	85.18	6.00	94.00	1.00	0.03	11	FULL	85.64	84.46	84.57	6.00	94.00	1.00	0.00	11
CFS	85.68	86.56	85.54	5.94	19.82	0.393	9.46	2	CFS	85.81	86.09	86.29	6.00	8.08	0.625	4.20	1
CHI2	85.40	85.95	85.47	6.00	45.00	1.00	0.58	5	CHI2	85.40	85.36	86.34	6.00	41.42	0.897	0.52	7
GAMMA_BACK	84.90	85.26	85.16	6.00	64.24	0.712	68.64	10	GAMMA_BACK	84.93	85.41	85.21	6.00	57.16	0.570	73.57	10
GAMMA_BF	84.95	85.45	85.23	6.00	57.56	0.725	42.92	9	GAMMA_BF	85.29	85.69	85.64	6.00	35.48	0.408	25.94	9
GAMMA_FORW	84.95	85.45	85.23	6.00	57.56	0.725	31.95	8	GAMMA_FORW	85.29	85.69	85.64	6.00	35.48	0.408	18.89	8
LASSO	85.62	86.04	85.79	5.92	7.24	0.373	2.99	1	LASSO	85.48	85.90	85.89	5.94	3.48	0.562	2.91	2
RFI	69.82	69.90	70.74	2.70	15.30	0.551	18.36	7	RFI	71.63	74.33	69.95	3.00	0.32	0.489	17.72	5
STEP	85.46	86.40	85.16	6.00	11.08	0.283	18.71	3	STEP	85.33	84.94	86.57	6.00	9.54	0.299	15.39	3
SU	85.40	85.95	85.47	6.00	45.00	1.00	0.68	6	SU	80.92	80.24	82.47	5.02	33.10	0.583	0.62	6
SVM-RFE	85.50	85.75	86.07	6.00	10.02	0.310	55.89	4	SVM-RFE	85.55	85.73	86.24	6.00	8.28	0.348	55.58	4
${\alpha }_{max}=0.6$
FULL	84.60	85.56	84.47	6.00	94.00	1.00	0.00	11	FULL	84.72	84.72	85.50	6.00	94.00	1.00	0.00	11
CFS	85.94	85.89	86.68	6.00	5.96	0.559	3.94	3	CFS	86.01	86.06	86.61	6.00	0.24	0.935	1.88	1
CHI2	85.45	86.20	85.39	6.00	44.98	0.999	0.52	7	CHI2	85.72	85.84	86.19	6.00	27.76	0.655	0.51	9
GAMMA_BACK	84.83	85.77	84.68	6.00	62.52	0.670	68.40	10	GAMMA_BACK	85.24	85.16	85.98	6.00	40.44	0.383	94.79	10
GAMMA_BF	85.31	85.40	85.98	6.00	36.48	0.412	27.75	9	GAMMA_BF	85.61	85.60	86.37	6.00	16.92	0.473	13.93	6
GAMMA_FORW	85.31	85.40	85.98	6.00	36.48	0.412	20.63	8	GAMMA_FORW	85.61	85.60	86.37	6.00	16.92	0.473	10.29	5
LASSO	85.22	85.29	85.84	5.88	2.76	0.607	2.42	2	LASSO	85.45	85.51	86.08	5.92	2.06	0.669	2.42	4
RFI	86.03	85.94	86.78	6.00	0.00	1.00	17.55	1	RFI	85.91	85.99	86.53	5.98	0.00	0.993	17.03	2
STEP	85.41	85.42	86.08	6.00	12.56	0.267	18.60	4	STEP	85.28	85.60	85.75	6.00	13.26	0.261	18.25	7
SU	84.28	83.98	85.25	5.72	25.18	0.511	0.62	5	SU	84.20	83.99	85.16	5.64	0.56	0.852	0.61	3
SVM-RFE	85.59	85.91	85.96	6.00	8.68	0.325	59.76	6	SVM-RFE	85.52	85.54	86.28	6.00	9.42	0.315	58.75	8
${\alpha }_{max}=0.3$
FULL	84.73	84.38	85.84	6.00	94.00	1.00	0.00	11	FULL	84.64	84.95	85.07	6.00	94.00	1.000	0.00	11
CFS	86.23	87.02	86.07	6.00	0.00	1.000	1.81	1	CFS	86.05	86.18	86.67	6.00	0.00	1.000	1.80	3
CHI2	86.19	86.87	86.17	6.00	1.92	0.841	0.50	4	CHI2	86.04	86.23	86.61	6.00	0.02	0.994	0.51	2
GAMMA_BACK	85.44	85.69	85.93	6.00	28.70	0.310	109.10	10	GAMMA_BACK	85.45	85.68	85.91	6.00	23.14	0.325	118.05	10
GAMMA_BF	85.71	86.01	86.16	6.00	17.10	0.440	13.97	7	GAMMA_BF	85.56	85.69	86.15	6.00	15.88	0.371	12.49	7
GAMMA_FORW	85.71	86.01	86.16	6.00	17.10	0.440	10.33	6	GAMMA_FORW	85.56	85.69	86.15	6.00	15.88	0.371	9.10	6
LASSO	85.85	86.63	85.71	5.98	4.56	0.587	2.38	5	LASSO	85.36	85.84	85.52	5.90	2.40	0.646	2.40	5
RFI	86.23	87.02	86.07	6.00	0.00	1.000	17.43	3	RFI	86.05	86.18	86.67	6.00	0.00	1.000	17.50	4
STEP	85.28	85.96	85.33	6.00	15.56	0.251	21.37	8	STEP	85.27	85.51	85.85	6.00	14.14	0.255	19.87	8
SU	85.73	86.39	85.77	5.90	0.00	0.967	0.62	2	SU	86.05	86.18	86.67	6.00	0.00	1.000	0.59	1
SVM-RFE	85.54	85.90	85.93	6.00	10.64	0.291	60.70	9	SVM-RFE	85.47	86.01	85.74	6.00	9.52	0.305	60.91	9

The best value of each indicator is highlighted with bold and underline. The second-best value is highlighted in bold. The indicators for the FULL model are not highlighted in the table since the focus of the study is to compare the feature selection methods

Abbreviations: FSM Feature Selection Methods, Se Sensitivity, Spe Specificity, NSIF Number of Selected Informative Features, NSNIF Number of Selected Non-Informative Features