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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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Publicat a:J Stat Softw
Autors principals: Simon, Noah, Friedman, Jerome, Hastie, Trevor, Tibshirani, Rob
Format: Artigo
Idioma:Inglês
Publicat: 2011
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Accés en línia: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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