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. Author manuscript; available in PMC: 2019 Jan 1.

Published in final edited form as: Stat Interface. 2018;11(3):401–420. doi: 10.4310/SII.2018.v11.n3.a1

Table 7.

Results in terms of the mean prediction error (MPE) for the ozone and CPUs data sets.

	Ozone		CPUs
Methods	Train MPE	Test MPE	Train MPE	Test MPE
L₂ Kernel	12.51 (1.27)	17.37 (1.68)	0.01 (0.002)	0.40 (0.24)
LASSO	19.34 (1.36)	20.80 (1.69)	0.11 (0.04)	0.21 (0.09)
SIS	18.72 (1.61)	21.47 (1.78)	0.11 (0.03)	0.33 (0.21)
RFE	13.89 (1.44)	18.37 (1.73)	0.02 (0.01)	0.35 (0.20)
COSSO	17.56 (2.14)	20.45 (1.96)	0.12 (0.07)	0.28 (0.12)
KNIFE	11.03 (1.09)	17.08 (1.90)	0.10 (0.01)	0.17 (0.08)
DOSK	11.21 (1.41)	16.92 (1.65)	0.09 (0.02)	0.16 (0.10)