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Fused lasso algorithm for Cox′ proportional hazards and binomial logit models with application to copy number profiles
Author(s) -
Chaturvedi Nimisha,
de Menezes Renée X.,
Goeman Jelle J.
Publication year - 2014
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.201200241
Subject(s) - lasso (programming language) , feature selection , elastic net regularization , extension (predicate logic) , computer science , algorithm , mathematics , proportional hazards model , classifier (uml) , artificial intelligence , statistics , world wide web , programming language
This paper presents an efficient algorithm based on the combination of Newton Raphson and Gradient Ascent, for using the fused lasso regression method to construct a genome‐based classifier. The characteristic structure of copy number data suggests that feature selection should take genomic location into account for producing more interpretable results for genome‐based classifiers. The fused lasso penalty, an extension of the lasso penalty, encourages sparsity of the coefficients and their differences by penalizing the L1‐norm for both of them at the same time, thus using genomic location. The major advantage of the algorithm over other existing fused lasso optimization techniques is its ability to predict binomial as well as survival response efficiently. We apply our algorithm to two publicly available datasets in order to predict survival and binary outcomes.