Oracle | Uni. Sel. | Ordinary Lasso | TS-GSIS Lasso | OGS Ridge | OGS Lasso | |
---|---|---|---|---|---|---|
censoring rate = 50% | ||||||
RMSE.M | 0.457 | 0.463 | 0.400 | 0.430 | 0.471 | 0.393 |
T.model | 1 | 0 | 1 | 0.500 | 0.525 | 0.525 |
Tint.model | 1 | 0 | 1 | 0.500 | 0.525 | 0.525 |
Sen. | 1 | 0.708 | 1 | 0.959 | 0.966 | 0.963 |
Spe. | 1 | 0.999 | 0.956 | 0.968 | 0.672 | 0.969 |
S.model | 48 | 36.970 | 191.050 | 151.135 | 1119.675 | 146.475 |
Deviance | −127.602 | −95.760 | − 266.727 | − 206.468 | −46.208 | − 254.344 |
c-index | 0.924 | 0.871 | 0.983 | 0.961 | 0.826 | 0.978 |
censoring rate = 65% | ||||||
RMSE.M | 0.455 | 0.461 | 0.418 | 0.412 | 0.471 | 0.401 |
T.model | 1 | 0 | 1 | 0.675 | 0.715 | 0.715 |
Tint.model | 1 | 0 | 1 | 0.675 | 0.715 | 0.715 |
Sen. | 1 | 0.694 | 1 | 0.973 | 0.980 | 0.977 |
Spe. | 1 | 0.999 | 0.963 | 0.968 | 0.614 | 0.969 |
S.model | 48 | 37.070 | 168.335 | 150.420 | 1308.87 | 147.785 |
Deviance | − 126.277 | −92.721 | − 220.297 | − 223.262 | −43.936 | −235.996 |
c-index | 0.929 | 0.878 | 0.979 | 0.978 | 0.831 | 0.982 |