Sparsity (|S^|), reliability (FDR and JI) and predictivity (RMSE) performances of Stabl SRM (red box plots) are compared to their respective SRM (gray box plots) in n = 50 independent experiments for each number of samples for Stabl SGL (d). Synthetic modeling experiments performed on normally distributed datasets containing S = 25 informative features with uncorrelated (left panels) or intermediate correlation structures (right panels) are shown. For all correlated datasets, the target correlation between informative features is set at a Pearson correlation coefficient, R, of 0.5, yielding a covariance matrix with approximately the target correlation (R 0.5). Results with low or high correlation structures are shown in Extended Data Fig. 7. Performances are shown for regression tasks. Results for classification tasks are shown in Supplementary Table 10. Box plots indicate median and IQR; whiskers indicate 1.5 IQR.
