Table 2.
Training set (n = 175) |
Test set (n = 44) |
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Method | α | γ | Estimator | * Optimal λ | CVMSE | MSE | r | p | MSE | r | p |
Glmnet | 0.0 | Ridge | 2627 | 1646.7 | 954.3 | 0.879 | < 0.001 | 1325.8 | 0.285 | 0.060 | |
0.01 | Elastic Net | 289 | 1661.2 | 935.7 | 0.883 | < 0.001 | 1305.4 | 0.320 | 0.034 | ||
FSGL | 1.0 | 1.0 | Lasso | 1848 | 1674.2 | 1689.1 | 0.159 | 0.036 | 1426.7 | 0.035 | 0.821 |
0.2 | 1.0 | Sparse Group Lasso | 521 | 1674.4 | 1572.0 | 0.383 | < 0.001 | 1427.8 | 0.069 | 0.654 | |
0.2 | 0.8 | Fused Sparse Group Lasso | 604 | 1673.9 | 1633.2 | 0.254 | < 0.001 | 1434.3 | 0.038 | 0.805 | |
0.0 | 0.8 | Fused Group Lasso | 604 | 1674.3 | 1641.2 | 0.232 | 0.002 | 1435.4 | 0.032 | 0.838 | |
Adaptive FSGL | 1.0 | 1.0 | Adaptive Lasso | 814 | 1368.1 | 120.1 | 0.986 | < 0.001 | 1193.1 | 0.406 | 0.006 |
0.2 | 1.0 | Adaptive Sparse Group Lasso | 4041 | 1373.2 | 129.1 | 0.985 | < 0.001 | 1203.1 | 0.397 | 0.008 | |
0.2 | 0.8 | Adaptive Fused Sparse Group Lasso | 1097 | 1338.9 | 168.6 | 0.977 | < 0.001 | 1165.2 | 0.437 | 0.003 | |
0.0 | 0.8 | Adaptive Fused Group Lasso | 1424 | 1477.2 | 144.2 | 0.981 | < 0.001 | 1211.6 | 0.394 | 0.008 |
Note: λ for glmnet R package is scaled by factor n−1.
Mean total sum of squares for training set = 1697.5; Mean total sum of squares for test set = 1428.0. ABIDE: Autism Brain Imaging Data Exchange; FSGL: fused sparse group lasso; CVMSE: cross-validation mean squared error; MSE: mean squared error; r: Pearson correlation.