Table 3.

Selection performance of the methods in alternative scenarios

		Univariate	Modified covariates	PCA+lasso	PLS+lasso	Ridge+lasso	Group‐lasso	Two‐I model	Full‐lasso	Alasso (sw)	Alasso (gw)	Alasso (aspw)	Gradient boosting
Scenario 4a	Selected biomarkers	4	14	13	14	14	24	18	2	2	0	3	7
	TP / FP(pFP)	1 / 3(0)	1 / 13(0)	1 / 12(0)	1 / 13(0)	1 / 13(0)	1 / 23(0)	1 / 18(0)	1 / 1(0)	1 / 1(0)	0 / 0(0)	1 / 2(0)	1 / 6(0)
	AUPRC	1.00	0.98	0.98	0.95	0.98	0.99		0.99	0.99	0.99	0.99	0.99
Scenario 5a	Selected biomarkers	14	43	42	49	49	100	78	20	20	3	18	37
	TP / FP (pFP)	6 / 8(0)	9 / 34(0)	9 / 33(0)	9 / 40(0)	9 / 40(0)	10 / 90(0)	9 / 69(0)	9 / 11(0)	9 / 11(0)	2 / 1(0)	9 / 9(0)	10 / 27(0)
	AUPRC	0.53	0.63	0.61	0.64	0.68	0.71		0.78	0.78	0.78	0.81	0.68
Scenario 6a	Selected biomarkers	2	25	15	29	37	109	99	23	14	1	13	38
	TP / FP (pFP)	1 / 1(0)	4 / 21(1)	4 / 11(0)	6 / 23(1)	7 / 30(1)	10 / 99(10)	9 / 90(0)	9 / 14(0)	8 / 7(0)	1 / 0(0)	8 / 5(0)	10 / 29(1)
	AUPRC	0.27	0.25	0.37	0.38	0.43	0.21		0.75	0.69	0.71	0.71	0.62
Scenario 4b	Selected biomarkers	4	13	13	14	14	25	18	2	2	0	2	7
	TP / FP (pFP)	1 / 3(0)	1 / 12(0)	1 / 12(0)	1 / 13(0)	1 / 13(0)	1 / 24(0)	1 / 17(0)	1 / 1(0)	1 / 1(0)	0 / 0(0)	1 / 1(0)	1 / 6(0)
	AUPRC	1.00	0.99	0.98	0.94	0.98	1.00		0.98	0.99	0.98	0.99	0.99
Scenario 5b	Selected biomarkers	19	55	50	64	62	127	101	26	31	6	26	46
	TP / FP (pFP)	8 / 11(0)	14 / 41(0)	14 / 36(0)	16 / 48(0)	16 / 46(0)	20 / 107(0)	18 / 83(0)	13 / 13(0)	15 / 16(0)	4 / 2(0)	15 / 12(0)	16 / 31(0)
	AUPRC	0.42	0.45	0.45	0.49	0.51	0.53		0.63	0.63	0.62	0.65	0.51
Scenario 6b	Selected biomarkers	1	20	12	30	39	124	110	28	14	1	13	35
	TP / FP (pFP)	1 / 1(0)	4 / 16(1)	4 / 8(0)	7 / 22(1)	9 / 30(1)	19 / 106(20)	17 / 93(1)	13 / 15(1)	8 / 6(0)	0 / 0(0)	8 / 6(0)	13 / 22(1)
	AUPRC	0.19	0.16	0.26	0.27	0.28	0.17		0.54	0.48	0.47	0.48	0.35
Scenario 4c	Selected biomarkers	1	8	8	6	8	12	14	0	1	0	2	4
	TP / FP (pFP)	0 / 0(0)	0 / 8(0)	0 / 8(0)	0 / 6(0)	0 / 7(0)	1 / 12(0)	1 / 13(0)	0 / 0(0)	0 / 1(0)	0 / 0(0)	0 / 2(0)	0 / 4(0)
	AUPRC	0.36	0.34	0.34	0.25	0.34	0.44		0.33	0.35	0.25	0.37	0.40
Scenario 5c	Selected biomarkers	3	28	27	23	32	51	51	4	9	0	8	21
	TP / FP (pFP)	1 / 1(0)	5 / 23(0)	5 / 22(0)	4 / 19(0)	5 / 27(0)	7 / 44(0)	7 / 44(0)	2 / 2(0)	4 / 6(0)	0 / 0(0)	3 / 5(0)	5 / 16(0)
	AUPRC	0.27	0.29	0.32	0.27	0.33	0.44		0.33	0.35	0.27	0.35	0.35
Scenario 6c	Selected biomarkers	2	22	17	19	27	73	75	6	8	0	7	27
	TP / FP (pFP)	1 / 1(0)	3 / 19(0)	3 / 14(0)	3 / 16(0)	4 / 22(1)	7 / 66(8)	7 / 68(3)	3 / 4(0)	3 / 5(0)	0 / 0(0)	3 / 4(0)	5 / 22(0)
	AUPRC	0.21	0.22	0.26	0.24	0.29	0.19		0.32	0.33	0.26	0.34	0.31

TP: true positive, FP: false positive, pFP: prognostic false positive, AUPRC: area under the precision‐recall curve.