| Literature DB >> 27065756 |
Noah Simon1, Jerome Friedman1, Trevor Hastie1, Rob Tibshirani1.
Abstract
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.Entities:
Keywords: Cox model; elastic net; lasso; survival
Year: 2011 PMID: 27065756 PMCID: PMC4824408 DOI: 10.18637/jss.v039.i05
Source DB: PubMed Journal: J Stat Softw ISSN: 1548-7660 Impact factor: 6.440