Table 3.
Mean of the number of informative features (% of uninformative features) selected in final model over 300 simulations in the training sets
| Selection approach | Weak signal | Strong signal | ||
|---|---|---|---|---|
| n = 150 | n = 300 | n = 150 | n = 300 | |
| ISIS-LASSO | 0.373 (64.1%) | 5.913 (1.6%) | 1.920 (35.3%) | 6.000 (1.0%) |
| ISIS-ALASSO | 0.383 (59.9%) | 5.897 (0.9%) | 1.983 (30.0%) | 6.000 (0.5%) |
| ISIS-RSF | 0.343 (88.3%) | 5.817 (3.3%) | 1.657 (61.1%) | 5.973 (0.9%) |
| SIS | 1.973 (89.4%) | 0.160 (5.5%) | 1.720 (70.7%) | 0.023 (0.4%) |
| SIS-LASSO | 0.303 (56.4%) | 2.960 (2.8%) | 0.757 (33.4%) | 4.357 (0.4%) |
| SIS-ALASSO | 0.303 (57.3%) | 2.960 (1.6%) | 0.757 (29.6%) | 4.357 (0.3%) |
| SIS-RSF | 0.293 (88.8%) | 2.880 (5.3%) | 0.683 (69.4%) | 4.317 (0.2%) |
| PSIS | 4.577 (96.5%) | 5.943 (95.0%) | 5.437 (95.8%) | 5.987 (94.9%) |
| PSIS-LASSO | 4.547 (93.4%) | 5.943 (92.4%) | 5.437 (91.3%) | 5.987 (90.8%) |
| PSIS-ALASSO | 4.180 (91.9%) | 5.943 (87.5%) | 5.403 (86.5%) | 5.987 (78.7%) |
| PSIS-RSF | 2.183 (94.8%) | 3.717 (73.8%) | 3.703 (90.7%) | 4.973 (63.3%) |
| LASSO | 4.671 (80.0%) | 6.000 (89.7%) | 5.990 (89.4%) | 6.000 (94.4%) |
| ALASSO | 5.731 (65.0%) | 6.000 (86.2%) | 6.000 (81.1%) | 6.000 (90.9%) |