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METABRIC study: comparison of the Area under the Curve from a test set (test AUC) of n = 563 between standard, augmented, and two-level ridge regression. Model estimation was performed on a training set of n = 594. Ten-fold cross validation was used to estimate the tuning parameter(s) for each method. (See Section 4.2 for more information).
| Method | Test AUC |
|---|---|
| Two-Level Ridge | 0.69 |
| Ridge | 0.67 |
| Aug. Ridge | 0.67 |
| fwelnet | 0.67 |
| Random Forest | 0.67 |
| xtune | 0.64 |
