Classifier | Linear reg | Lasso | Ridge | Elastic net | Relaxed Lasso | L1 logreg | L2 logreg | LDA |
---|---|---|---|---|---|---|---|---|
L 0 penalized ROC AUC | 84.8 | 89.1 | 84.9 | 89.5 | 90.2 | 90.0 | 82.5 | 89.4 |
Associated real ROC AUC | 92.4 | 90.6 | 92.4 | 91.7 | 91.7 | 91.8 | 92.2 | 90.6 |
Features used with L 0 | 44.1 | 8.4 | 43.2 | 12.9 | 8.6 | 10.7 | 56.5 | 7.0 |
Not penalized ROC AUC | 92.3 | 92.7 | 92.5 | 92.6 | 92.5 | 92.8 | 92.2 | 91.9 |
Features used without L 0 | 43.9 | 23.3 | 40.4 | 25.8 | 23.4 | 19.4 | 56.5 | 20.0 |
Classifier | pSVM | rSVM | eSVM | L1 lSVM | Grad Boost | AdaBoost | Rand Forest | Tree |
L 0 penalized ROC AUC | 88.9 | 89.3 | 49.3 | 89.5 | 90.0 | 90.7 | 89.9 | 88.5 |
Associated real ROC AUC | 90.1 | 91.1 | 50 | 91.1 | 91.1 | 92.1 | 90.6 | 89.6 |
Features used with L 0 | 6.4 | 10.0 | 4.0 | 9.4 | 6.4 | 8.3 | 7.0 | 6.4 |
Not penalized ROC AUC | 91.6 | 93.2 | 50.0 | 92.8 | 93.1 | 93.1 | 91.9 | 90.0 |
Features used without L 0 | 13.6 | 58.0 | 58.0 | 38.1 | 20.7 | 14.5 | 13.2 | 16.2 |