Table 7 Performance for the financial dataset with a fixed number of records equal to 500 and the number of testing records equal to 19,500
# covariates | Computation time | AUC SFH | AUC glmfit |
|---|---|---|---|
5 | 5 min | 0.8131 | 0.8447 |
10 | 8 min | 0.9403 | 0.9409 |
15 | 11 min | 0.9327 | 0.9492 |
20 | 15 min | 0.9401 | 0.9629 |