Oracle | Uni. Sel. | Ordinary Lasso | TS-GSIS Lasso | OGS Ridge | OGS Lasso | |
---|---|---|---|---|---|---|
censoring rate = 50% | ||||||
RMSE.M | 0.065 | 0.067 | 0.067 | 0.067 | 0.069 | 0.066 |
T.model | 1 | 0 | 0 | 0.005 | 0.435 | 0 |
Tint.model | 1 | 0 | 0.545 | 0.360 | 0.435 | 0.415 |
Sen. | 1 | 0.213 | 0.592 | 0.660 | 0.980 | 0.722 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.760 | 0.999 |
S.model | 84 | 19.275 | 152.135 | 151.280 | 25,704 | 159.140 |
Deviance | − 136.422 | −44.754 | −73.930 | −88.464 | −4.454 | −100.153 |
c-index | 0.917 | 0.766 | 0.853 | 0.868 | 0.583 | 0.885 |
censoring rate = 65% | ||||||
RMSE.M | 0.064 | 0.067 | 0.067 | 0.067 | 0.069 | 0.067 |
T.model | 1 | 0 | 0 | 0 | 0.560 | 0.005 |
Tint.model | 1 | 0 | 0.420 | 0.410 | 0.560 | 0.505 |
Sen. | 1 | 0.204 | 0.511 | 0.600 | 0.984 | 0.660 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.761 | 0.999 |
S.model | 84 | 19.095 | 141.940 | 141.745 | 25,586 | 149.070 |
Deviance | −128.513 | −39.108 | −59.558 | −74.966 | − 12.148 | −85.540 |
c-index | 0.925 | 0.769 | 0.842 | 0.860 | 0.605 | 0.877 |