Title
A novel L1/2 regularization shooting method for Cox's proportional hazards model
Abstract
Nowadays, a series of methods are based on a L1 penalty to solve the variable selection problem for a Cox's proportional hazards model. In 2010, Xu et al. have proposed a L1/2 regularization and proved that the L1/2 penalty is sparser than the L1 penalty in linear regression models. In this paper, we propose a novel shooting method for the L1/2 regularization and apply it on the Cox model for variable selection. The experimental results based on comprehensive simulation studies, real Primary Biliary Cirrhosis and diffuse large B cell lymphoma datasets show that the L1/2 regularization shooting method performs competitively.
Year
DOI
Venue
2014
10.1007/s00500-013-1042-6
Soft Computing - A Fusion of Foundations, Methodologies and Applications
Keywords
Field
DocType
cox model,l1/2 regularization shooting algorithm,lasso,variable selection
Shooting method,Mathematical optimization,Proportional hazards model,Feature selection,Lasso (statistics),Regularization (mathematics),Mathematics,Linear regression
Journal
Volume
Issue
ISSN
18
1
14337479
Citations 
PageRank 
References 
0
0.34
3
Authors
7
Name
Order
Citations
PageRank
Xin-Ze Luan1292.31
Yong Liang218024.35
Cheng Liu3333.38
Kwong-Sak Leung41887205.58
Tak-ming Chan519013.57
Zongben Xu63203198.88
Hai Zhang79212.83