|  |  | Best hyperparameters (with respect to SNR on leave-1 training dataset) | Performed on training set: | Performed on test set: | ||
---|---|---|---|---|---|---|---|
Dynamics | Normalization | Optimization | Gamma (state-space coefficient) | Tau (kinetic time constant) | Lambda (regularization parameter) | SNR (in dB) on leave-1 training dataset | percentage of correct signs on leave-1 test dataset |
Kinetic | MAS5 | Gradient | 1 | 3 | 0.0001 | 32.4 | 68% |
Kinetic | MAS5 | LARS | 0.1 | 3 | 0.1 | 32.4 | 74% |
Kinetic | MAS5 | Elastic Nets | 0.1 | 7 | 0.05 | 32.2 | 71% |
Brownian | MAS5 | Gradient | 0.1 | NA | 0.0001 | 32.1 | 65% |
Brownian | MAS5 | LARS | 0 | NA | 0.05 | 32.1 | 63% |
Brownian | MAS5 | Elastic Nets | 0 | NA | 0.05 | 32.1 | 63% |
Naïve trend prediction | MAS5 |  | NA | NA | NA | NA | 52% |