Fig. 4.

Median cross-validated logistic deviance against the elastic net mixing parameter, for ‘colon’ (left), ‘leukaemia’ (centre), and ‘SRBCT’ (right). The filled circles indicate ridge ($\alpha =0$) and lasso ($\alpha =1$) regularization. The dashed lines indicate tuning (grey) and stacking (black). (For ‘SRBCT’, we show the mean over the medians from the four binary problems)