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Table 3 Mean of the number of informative features (% of uninformative features) selected in final model over 300 simulations in the training sets

From: Combined performance of screening and variable selection methods in ultra-high dimensional data in predicting time-to-event outcomes

Selection approach

Weak signal

Strong signal

n = 150

n = 300

n = 150

n = 300

ISIS-LASSO

0.373 (64.1%)

5.913 (1.6%)

1.920 (35.3%)

6.000 (1.0%)

ISIS-ALASSO

0.383 (59.9%)

5.897 (0.9%)

1.983 (30.0%)

6.000 (0.5%)

ISIS-RSF

0.343 (88.3%)

5.817 (3.3%)

1.657 (61.1%)

5.973 (0.9%)

SIS

1.973 (89.4%)

0.160 (5.5%)

1.720 (70.7%)

0.023 (0.4%)

SIS-LASSO

0.303 (56.4%)

2.960 (2.8%)

0.757 (33.4%)

4.357 (0.4%)

SIS-ALASSO

0.303 (57.3%)

2.960 (1.6%)

0.757 (29.6%)

4.357 (0.3%)

SIS-RSF

0.293 (88.8%)

2.880 (5.3%)

0.683 (69.4%)

4.317 (0.2%)

PSIS

4.577 (96.5%)

5.943 (95.0%)

5.437 (95.8%)

5.987 (94.9%)

PSIS-LASSO

4.547 (93.4%)

5.943 (92.4%)

5.437 (91.3%)

5.987 (90.8%)

PSIS-ALASSO

4.180 (91.9%)

5.943 (87.5%)

5.403 (86.5%)

5.987 (78.7%)

PSIS-RSF

2.183 (94.8%)

3.717 (73.8%)

3.703 (90.7%)

4.973 (63.3%)

LASSO

4.671 (80.0%)

6.000 (89.7%)

5.990 (89.4%)

6.000 (94.4%)

ALASSO

5.731 (65.0%)

6.000 (86.2%)

6.000 (81.1%)

6.000 (90.9%)