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Simulation under COR-12.

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Figshare2023-01-17 更新2026-04-28 收录
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Performance metric scores for variable selection based on the SVRS algorithm and average scores (reported in parenthesis) across 500 individual fits of each regularization model with imbalance ratios 1:50, 1:100 and 1:1000. Performance scores for individual ridge regression fits are not applicable as it does not perform automatic variable selection.

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2023-01-17
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