From: Data integration by multi-tuning parameter elastic net regression
Independent Features: ρ1 = ρ2 = ρ12 = 0 | |||||
---|---|---|---|---|---|
Scenario # | β 1 | β 2 | q 1 | q 2 | Optimal penalty ratio (κ*) |
1 | 0.6 | 0.8 | 5 | 20 | 0.55 |
2 | 0.6 | 0.6 | 5 | 20 | 0.70 |
3 | 0.8 | 0.6 | 5 | 20 | 0.75 |
4 | 0.8 | 0.8 | 5 | 5 | 1 |
5 | 0.8 | 0.6 | 5 | 5 | 1 |
Correlated Features: β1 = 0.8, β2 = 0.6, q1 = 5, q2 = 20, r1 = r2 = 3 | |||||
ρ 1 | ρ 2 | ρ 12 | Optimal penalty ratio (κ∗) | ||
6 | 0.4 | 0.2 | 0 | 0.85 | |
7 | 0.4 | 0.2 | 0.4 | 0.9 |