From: Ridle for sparse regression with mandatory covariates with application to the genetic assessment of histologic grades of breast cancer
No. selected \(\mathcal {M}\)
No. selected \(\mathcal {O}\)
MSE
Ridge
4
430
0.487
Lasso
2
19
0.260
Elastic net
14
0.286
\(\mathcal {M}\)-unpenalized lasso
21
0.257
\(\mathcal {M}\)-unpenalized elastic net
7
0.296
Ridle
24
0.239