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Table 1 Test averaged R2 values for five standard data sets

From: RRegrs: an R package for computer-aided model selection with multiple regression models

RRegrs method

Housing

Computer hardware

Red wine quality

Automobile

Parkinson telemonitoring

LM

0.707

0.822

0.355

0.824

0.154

GLM

0.709

0.825

0.353

0.824

0.153

PLS

0.266

0.740

0.066

0.757

0.091

LASSO

0.704

0.828

0.354

0.831

0.154

ENET

0.705

0.826

0.354

0.830

0.154

SVRM

0.845

0.765

0.396

0.853

0.637

NN

0.688

0.824

0.352

0.829

0.142

RF

0.874

0.907

0.500

0.915

0.972

RF-RFE

0.875

0.903

0.501

0.914

0.900

SVM-RFE

0.717

0.742

0.383

0.714

0.479