Comparing ROC curves between FeaLect and lars. The blue curve represents the ROC curve of the best Lasso model trained on 20 random samples using all available features, and the red curve shows the performance of the best Lasso model when only 61 and 36 top features are provided from colon and lymphoma datasets respectively. While FeaLect always performs better than pure lars, the difference is more significant for colon dataset than lymphoma dataset.
Zare et al. BMC Genomics 2013 14(Suppl 1):S14 doi:10.1186/1471-2164-14-S1-S14