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Table 2 Resulting discriminatory power of C-index boosting in combination with stability selection for different values of q and π thr compared to the competing Cox lasso approach

From: Boosting the discriminatory power of sparse survival models via optimization of the concordance index and stability selection

     

C-index boosting

  

Cox

p

p inf

n

PH-viol

q

Ï€ thr = 0.5

Ï€ thr = 0.6

Ï€ thr = 0.7

Ï€ thr = 0.8

Ï€ thr = 0.9

without π thr

lasso

1000

4

200

false

100

0.8150

0.8286

0.8358

0.8393

0.8396

0.7889

0.8148

    

50

0.8343

0.8365

0.8381

0.8357

0.8253

  
    

20

0.8324

0.8252

0.7829

0.7662

0.7394

  
    

15

0.8309

0.7813

0.7694

0.7519

0.7340

  
    

10

0.7799

0.7683

0.7519

0.7426

0.6202

  
    

5

0.7497

0.7426

0.7323

0.6176

0.5993

  

500

4

200

false

100

0.7998

0.8179

0.8305

0.8361

0.8391

0.7735

0.8161

    

50

0.8268

0.8332

0.8375

0.8388

0.8340

  
    

20

0.8358

0.8351

0.8309

0.7744

0.7607

  
    

15

0.8346

0.8314

0.7835

0.7672

0.7521

  
    

10

0.8279

0.7801

0.7672

0.7587

0.7400

  
    

5

0.7627

0.7587

0.7444

0.7347

0.6154

  

500

4

200

true

100

0.8304

0.8481

0.8612

0.8656

0.8671

0.7886

0.8345

    

50

0.8555

0.8635

0.8664

0.8668

0.8664

  
    

20

0.8657

0.8654

0.8626

0.8477

0.7662

  
    

15

0.8654

0.8626

0.8554

0.7743

0.7573

  
    

10

0.8598

0.8442

0.7757

0.7614

0.7360

  
    

5

0.7660

0.7573

0.7391

0.7275

0.6219

  

50

4

200

false

20

0.8183

0.8248

0.8303

0.8333

0.8358

0.7939

0.8256

    

15

0.8268

0.8298

0.8329

0.8353

0.8370

  
    

10

0.8314

0.8348

0.8366

0.8370

0.8366

  
    

5

0.8373

0.8353

0.8324

0.8247

0.7662

  

500

12

200

false

100

0.9109

0.9218

0.8996

0.8639

0.8081

0.8852

0.8834

    

50

0.7991

0.7880

0.7451

0.7089

0.6482

  
    

20

0.6954

0.6609

0.6239

0.5698

–

  
    

15

0.6664

0.6274

0.5830

0.5549

–

  
    

10

0.6275

0.5848

0.5610

–

–

  

500

40

200

false

200

0.6416

0.6269

0.6088

0.5755

0.5344

0.6983

0.5782

    

100

0.6373

0.6245

0.6028

0.5706

0.5308

  
    

50

0.5907

0.5703

0.5407

0.5129

–

  
    

25

0.5411

0.5269

–

–

–

  
  1. In case of C-index boosting, the final models were fitted with fixed m stop=1000. Numbers represent the median \(\hat {C}_{\text {Uno}}\) on test samples from 100 simulation runs. PH-viol: settings were the proportional hazards assumption was violated. In cases where no variables at all are identified as stable, no discriminatory power can be computed (denoted as –). C-index boosting without stability selection (without π thr) was fitted on all p predictors with a fixed large m stop; in case of the Cox lasso the shrinkage parameter was optimized via 10-fold cross-validation