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. Author manuscript; available in PMC: 2023 Jan 1.
Published in final edited form as: J Data Sci. 2021 Dec 13;20(1):34–50. doi: 10.6339/21-jds1030

Figure 1:

Figure 1:

Prediction performance, as measured by test R2, of standard, augmented, and two-level ridge regression, feature-weighted elastic net (ridge), and random forest by number of features (Panel A), sample size (Panel B), and signal-to-noise ratio (Panel C). In Panel A we fix n = 400 and SNR = 1. In Panel B we fix p = 2,000 and SNR = 1. In Panel C we fix p = 2,000 and n = 400. Results are averaged over 500 Monte Carlo replications. (See Section 3.1 for more information).