Table 1 Description of the simulation data
From: Artificial Intelligence based wrapper for high dimensional feature selection
Models | Scenario | \(\beta\)(Non-Zero coefficients) | \(p\) | Sample size (\(n\)) | \(\sigma\) | |
|---|---|---|---|---|---|---|
Train | Test | |||||
Marginal | 1_M | \(\{ \beta_{i} | i = \left\{ {1, \ldots ,10} \right\}\} =\) \(\left\{ {0.5, - 0.5,0.5, - 0.5, \ldots , 0.5} \right\}\) | 50 | 50 | 500 | 0.25 |
2_M | 50 | 100 | 500 | 0.25 | ||
3_M | 100 | 75 | 500 | 0.25 | ||
4_M | 100 | 100 | 500 | 0.25 | ||
Interactions | 1_I | \(\{ \beta_{i} , \beta_{ij} | i = \left\{ {1, \ldots ,10} \right\}, j = i + 1, j < 11\} =\) \(\left\{ {0.5, - 0.5,0.5, - 0.5, \ldots , 0.5} \right\}\) | 15 | 100 | 500 | 0.25 |
2_I | 25 | 100 | 500 | 0.25 | ||
3_I | 50 | 100 | 500 | 0.25 | ||