TABLE 2.
This table reports the results of root mean squared errors obtained from the fivefold cross‐validations, allowing hyper‐parameter p* to take values of either 10, 15, 20 or 25 and the number of neurons to vary from 1 to 10
| Number of features | Number of neurons | Lasso | Opt‐Lasso | SCAD | ISIS | RRCS | PLS | Average |
|---|---|---|---|---|---|---|---|---|
| p* = 10 | 1 | 13.45 | 13.88 | 13.61 | 14.11 | 14.02 | 16.06 | 14.19 |
| 2 | 14.22 | 14.60 | 13.89 | 15.38 | 13.21 | 16.79 | 14.68 | |
| 3 | 16.01 | 16.05 | 13.93 | 16.26 | 14.38 | 18.58 | 15.87 | |
| 4 | 16.79 | 16.71 | 17.12 | 17.98 | 13.82 | 19.23 | 16.94 | |
| 5 | 19.16 | 18.88 | 18.86 | 18.07 | 13.89 | 22.48 | 18.56 | |
| 6 | 19.40 | 19.75 | 18.49 | 18.77 | 14.75 | 20.47 | 18.60 | |
| 7 | 20.90 | 22.05 | 20.07 | 17.73 | 15.35 | 23.69 | 19.97 | |
| 8 | 20.95 | 25.21 | 21.53 | 18.97 | 14.59 | 25.08 | 21.06 | |
| 9 | 23.40 | 24.88 | 23.19 | 20.02 | 15.10 | 25.82 | 22.07 | |
| 10 | 23.81 | 24.45 | 24.51 | 21.11 | 15.05 | 27.00 | 22.65 | |
| p* = 15 | 1 | 12.61 | 14.00 | 14.84 | 11.95 | 13.43 | 14.85 | 13.61 |
| 2 | 14.67 | 16.41 | 17.08 | 16.11 | 13.49 | 16.40 | 15.69 | |
| 3 | 14.99 | 17.80 | 18.79 | 33.59 | 13.92 | 17.95 | 19.51 | |
| 4 | 18.36 | 19.19 | 19.83 | 14.05 | 13.99 | 21.67 | 17.85 | |
| 5 | 20.29 | 19.30 | 19.73 | 15.50 | 13.57 | 21.04 | 18.24 | |
| 6 | 19.12 | 22.52 | 25.30 | 16.63 | 13.86 | 22.37 | 19.97 | |
| 7 | 22.13 | 21.83 | 23.51 | 20.71 | 14.89 | 24.87 | 21.32 | |
| 8 | 22.58 | 27.18 | 27.93 | 19.64 | 14.20 | 27.56 | 23.18 | |
| 9 | 23.70 | 24.30 | 26.81 | 19.23 | 32.70 | 27.15 | 25.65 | |
| 10 | 25.86 | 23.65 | 28.75 | 23.78 | 14.88 | 27.15 | 24.01 | |
| p* = 20 | 1 | 13.18 | 12.53 | 14.79 | 11.62 | 13.46 | 14.01 | 13.27 |
| 2 | 15.00 | 14.15 | 16.92 | 11.77 | 14.25 | 14.92 | 14.50 | |
| 3 | 16.97 | 15.41 | 20.40 | 14.27 | 14.70 | 17.99 | 16.62 | |
| 4 | 18.98 | 17.86 | 22.78 | 14.51 | 13.74 | 19.45 | 17.89 | |
| 5 | 19.78 | 23.64 | 23.30 | 16.64 | 16.54 | 20.53 | 20.07 | |
| 6 | 24.12 | 25.05 | 25.56 | 18.36 | 16.21 | 22.26 | 21.93 | |
| 7 | 22.29 | 24.40 | 27.99 | 22.96 | 16.60 | 24.90 | 23.19 | |
| 8 | 22.89 | 22.32 | 26.23 | 20.51 | 17.13 | 25.07 | 22.36 | |
| 9 | 24.55 | 26.13 | 31.14 | 23.81 | 18.65 | 22.84 | 24.52 | |
| 10 | 22.95 | 22.10 | 27.20 | 24.27 | 20.42 | 24.96 | 23.65 | |
| p* = 25 | 1 | 12.34 | 11.59 | 15.38 | 12.04 | 13.62 | 14.19 | 13.19 |
| 2 | 15.29 | 14.22 | 16.81 | 13.70 | 13.79 | 17.06 | 15.15 | |
| 3 | 16.28 | 15.64 | 22.77 | 14.05 | 14.19 | 19.13 | 17.01 | |
| 4 | 19.23 | 19.37 | 23.38 | 19.38 | 15.72 | 20.76 | 19.64 | |
| 5 | 22.13 | 22.32 | 27.89 | 17.99 | 16.89 | 24.15 | 21.89 | |
| 6 | 25.09 | 21.34 | 25.46 | 19.56 | 16.25 | 23.51 | 21.87 | |
| 7 | 26.03 | 24.94 | 29.91 | 20.42 | 18.29 | 23.60 | 23.86 | |
| 8 | 26.20 | 24.63 | 30.52 | 20.43 | 16.87 | 27.11 | 24.29 | |
| 9 | 26.20 | 23.07 | 27.97 | 21.03 | 19.59 | 25.96 | 23.97 | |
| 10 | 24.45 | 23.46 | 24.52 | 22.00 | 20.14 | 25.12 | 23.28 |
Abbreviations: ISIS, iterative sure independent screening; PLS, partial least squares; RRCS, robust rank correlation‐based screening; SCAD, smoothly clippedabsolute deviations.