Oracle | Uni. Sel. | Ordinary Lasso | TS-GSIS Lasso | OGS Ridge | OGS Lasso | |
---|---|---|---|---|---|---|
censoring rate = 50% | ||||||
RMSE.M | 0.418 | 0.424 | 0.382 | 0.361 | 0.436 | 0.349 |
T.model | 1 | 0 | 1 | 0.905 | 0.915 | 0.915 |
Tint.model | 1 | 0.035 | 1 | 0.905 | 0.915 | 0.915 |
Sen. | 1 | 0.746 | 1 | 0.992 | 0.994 | 0.994 |
Spe. | 1 | 0.999 | 0.963 | 0.965 | 0.666 | 0.966 |
S.model | 45 | 36.480 | 165.850 | 158.610 | 1139.54 | 155.235 |
Deviance | − 133.967 | −102.900 | − 219.334 | − 241.541 | − 42.702 | − 252.120 |
c-index | 0.944 | 0.899 | 0.980 | 0.984 | 0.842 | 0.986 |
censoring rate = 65% | ||||||
RMSE.M | 0.414 | 0.422 | 0.398 | 0.390 | 0.436 | 0.382 |
T.model | 1 | 0 | 0.974 | 0.909 | 0.909 | 0.909 |
Tint.model | 1 | 0.035 | 1 | 0.909 | 0.909 | 0.909 |
Sen. | 1 | 0.729 | 0.999 | 0.992 | 0.994 | 0.992 |
Spe. | 1 | 0.999 | 0.968 | 0.970 | 0.558 | 0.971 |
S.model | 45 | 36.970 | 150.597 | 141.459 | 1494.17 | 140.481 |
Deviance | − 127.447 | −92.867 | − 169.725 | − 182.585 | −39.018 | − 191.849 |
c-index | 0.949 | 0.903 | 0.974 | 0.979 | 0.829 | 0.981 |