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Sample size = 200. 0.6. 0.55. 0.5. 0.45. 0.4. 0.35. 0.3. 0.25. 0.2. 0.15. 0.1. 0.05. 0. 0.6. Sample size = 500. 0.55. 0.5. 0.45. (a). 0.4. 0.35. 0.3. 0.25. 0.2. 0.15. 0.1. 0.05. 0. 0.6. Sample size = 5000. 0.55. 0.5. 0.45. 0.4. 0.35. 0.3. 0.25. 0.2. 0.15.

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  1. Sample size = 200 0.6 0.55 0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0 0.6 Sample size = 500 0.55 0.5 0.45 (a) 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0 0.6 Sample size = 5000 0.55 0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 N/A 0.05 0 L0 UAF-KW-SVM (50%) UAF-KW-SVM (20%) HITON-PC (max k=4) HITON-PC (max k=3) HITON-PC (max k=2) HITON-PC (max k=1) LARS-EN (multiclass) HITON-MB (max k=3) UAF-S2N-SVM (50%) UAF-S2N-SVM (20%) RFE (reduction by 50%) RFE (reduction by 20%) LARS-EN (one-versus-rest) HITON-PC-FDR (max k=4) HITON-PC-FDR (max k=3) HITON-PC-FDR (max k=2) HITON-PC-FDR (max k=1)

  2. 0.6 Sample size = 200 0.55 0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0 0.6 Sample size = 500 0.55 0.5 0.45 (b) 0.4 0.35 0.3 0.25 0.2 0.15 0.1 0.05 0 0.6 Sample size = 5000 0.55 0.5 0.45 0.4 0.35 0.3 0.25 0.2 0.15 0.1 N/A 0.05 0 L0 UAF-KW-SVM (50%) UAF-KW-SVM (20%) HITON-PC (max k=4) HITON-PC (max k=3) HITON-PC (max k=2) HITON-PC (max k=1) LARS-EN (multiclass) HITON-MB (max k=3) UAF-S2N-SVM (50%) UAF-S2N-SVM (20%) RFE (reduction by 50%) RFE (reduction by 20%) LARS-EN (one-versus-rest) HITON-PC-FDR (max k=4) HITON-PC-FDR (max k=3) HITON-PC-FDR (max k=2) HITON-PC-FDR (max k=1)

  3. 0.27 Sample size = 200 0.24 0.21 0.18 0.15 0.12 0.09 0.06 0.03 0 0.27 Sample size = 500 0.24 0.21 (c) 0.18 0.15 0.12 0.09 0.06 0.03 0 0.27 Sample size = 5000 0.24 0.21 0.18 0.15 0.12 0.09 0.06 0.03 N/A 0 L0 UAF-KW-SVM (50%) UAF-KW-SVM (20%) HITON-PC (max k=4) HITON-PC (max k=3) HITON-PC (max k=2) HITON-PC (max k=1) LARS-EN (multiclass) HITON-MB (max k=3) UAF-S2N-SVM (50%) UAF-S2N-SVM (20%) RFE (reduction by 50%) RFE (reduction by 20%) LARS-EN (one-versus-rest) HITON-PC-FDR (max k=4) HITON-PC-FDR (max k=3) HITON-PC-FDR (max k=2) HITON-PC-FDR (max k=1)

  4. Sample size = 200 2 10 1 10 0 10 -1 10 -2 10 Sample size = 500 2 10 (d) 1 10 0 10 -1 10 -2 10 Sample size = 5000 2 10 1 10 0 10 -1 10 N/A -2 10 L0 UAF-KW-SVM (50%) UAF-KW-SVM (20%) HITON-PC (max k=4) HITON-PC (max k=3) HITON-PC (max k=2) HITON-PC (max k=1) LARS-EN (multiclass) HITON-MB (max k=3) UAF-S2N-SVM (50%) UAF-S2N-SVM (20%) RFE (reduction by 50%) RFE (reduction by 20%) LARS-EN (one-versus-rest) HITON-PC-FDR (max k=4) HITON-PC-FDR (max k=3) HITON-PC-FDR (max k=2) HITON-PC-FDR (max k=1)

  5. 1 Sample size = 200 0.95 0.9 0.85 0.8 0.75 0.7 0.65 0.6 0.55 0.5 1 Sample size = 500 0.95 0.9 0.85 (e) 0.8 0.75 0.7 0.65 0.6 0.55 0.5 1 Sample size = 5000 0.95 0.9 0.85 0.8 0.75 0.7 0.65 0.6 0.55 N/A 0.5 L0 All features UAF-KW-SVM (50%) UAF-KW-SVM (20%) HITON-PC (max k=4) HITON-PC (max k=3) HITON-PC (max k=2) HITON-PC (max k=1) LARS-EN (multiclass) HITON-MB (max k=3) UAF-S2N-SVM (50%) UAF-S2N-SVM (20%) RFE (reduction by 50%) RFE (reduction by 20%) LARS-EN (one-versus-rest) HITON-PC-FDR (max k=4) HITON-PC-FDR (max k=3) HITON-PC-FDR (max k=2) HITON-PC-FDR (max k=1)

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