0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5 0.55 0.6 Sample size = 200 Sample size = 500 Sample size = 5000 N/A 0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4.

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

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

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

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

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