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Regularization Paths for Cox’s Proportional Hazards Model via Coordinate Descent

We introduce a pathwise algorithm for the Cox proportional hazards model, regularized by convex combinations of ℓ(1) and ℓ(2) 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 effica...

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Detalhes bibliográficos
Publicado no:J Stat Softw
Main Authors: Simon, Noah, Friedman, Jerome, Hastie, Trevor, Tibshirani, Rob
Formato: Artigo
Idioma:Inglês
Publicado em: 2011
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4824408/
https://ncbi.nlm.nih.gov/pubmed/27065756
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.18637/jss.v039.i05
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