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Regularization paths for Cox's proportional hazards model via coordinate descent
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نویسنده
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simon n. ,friedman j. ,hastie t. ,tibshirani r.
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منبع
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journal of statistical software - 2011 - دوره : 39 - - کد همایش: - صفحه:1 -13
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چکیده
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We introduce a pathwise algorithm for the cox proportional hazards model,regularized by convex combinations of ℓ1 and ℓ2 penalties (elastic net). our algorithm fits via cyclical coordinate descent,and employs warm starts to find a solution along a regularization path. we demonstrate the efficacy of our algorithm on real and simulated data sets,and find considerable speedup between our algorithm and competing methods.
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کلیدواژه
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Cox model; Elastic net; Lasso; Survival
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آدرس
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stanford university, United States, stanford university, United States, stanford university, United States, stanford university, United States
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Authors
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