Table 6.

Depression Dataset: comparisons of 5 repetitions of a nested 10-fold cross-validation balanced accuracy using the clinical information selected by a FDR procedure. The results are divided in 4 families: Baseline, Feature Selection (FS), Feature Weighting by using MKL (FW) and our method Feature Weighting and Selection (FWS). R corresponds to the number of kernels used.

	Algorithm	Kernels	R	Bal. Acc. %
Baseline	SVM	$\mathbf{C}$	1	$79.67\pm 12.29$
	SVM	$\mathbf{I}$	1	$67.00\pm 14.87$
FS	SVM RFE	$\mathcal{V}$	$-$	$65.33\pm 12.97$
	SVM t-test	$\mathcal{V}$	$-$	$62.19\pm 10.12$
FW	SimpleMKL	$\mathcal{V}$	713816	Out of memory
	EasyMKL	$\mathcal{V}$	713816	$68.00\pm 13.67$
FWS	EasyMKLFS	$\mathcal{V}$	713816	$67.73\pm 11.32$