Computational and Mathematical Methods in Medicine / 2017 / Article / Fig 1

Research Article

Probing for Sparse and Fast Variable Selection with Model-Based Boosting

Figure 1

True positive rate (on -axis) and false discovery rate (on -axis) for three different, boosting-based variable selection algorithms, probing (black), stability selection (green), cross-validation (blue), and different simulation settings: , , and . All settings of stability selection are combined. Shaded areas are smooth hulls around all observed values.

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