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. Author manuscript; available in PMC: 2020 Sep 16.
Published in final edited form as: Nat Biotechnol. 2020 Mar 16;38(6):722–727. doi: 10.1038/s41587-020-0456-9
# Name Function Parameter R package
1 all subsets regression, maximizing the Bayesian information criterion (BIC) regsubsets nvmax=15, nbest=1, method=“forward”, really.big=T leaps
2 stepwise regression, maximizing the BIC stepAIC MASS
3 stepwise regression, maximizing the Akaike information criterion (AIC) stepAIC MASS
4 Lasso regression cv.glmnet family=“gaussian”, nfolds=10, alpha = 1 glmnet
5 multivariate adaptive regression splines (MARS) earth degree = 1, trace = 0, nk = 500 earth
6 Random Forest randomForest randomForest
7 principal component regression (PCR) pcr ncomp = 5 (during prediction) pls
8 Partial Least Squares (PLSR) plsr ncomp = 5 (during prediction) pls
9 Support Vector Machine w/ L1 loss function (SMV+L1) tune method=svm, ranges = list(epsilon=seq(0,1,0.025), cost=2^(2:8)), kernel=“radial” e1071