Regularization Paths for Cox's Proportional Hazards Model via Coordinate Descent 论文
2011Journal of Statistical Software引用 2575顶会
Statistical Methods and InferenceRisk and Portfolio OptimizationMachine Learning and Algorithms
详细信息
- 发表期刊/会议
- Journal of Statistical Software
- 发表日期
- 2011-01-01
- 发表年份
- 2011
关键词
Statistical Methods and InferenceRisk and Portfolio OptimizationMachine Learning and Algorithms
摘要
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.