Results of cross-validation to choose the best values of K and λ on breast cancer data, using 1% of the cells in the matrix for cross-validation.

We tested values of K ranging from 2 to 18 and values of lambda of 0.01, 0.025, 0.05, 0.075 and 0.1. Cross-validation was repeated 500 times with 5 restarts each. The entries in the table represent the median mean square error (MSE) in fitting the unseen data points across the 500 repetitions. (XLSX)