Oracle | Uni. Sel. | Ordinary Lasso | TS-GSIS Lasso | OGS Ridge | OGS Lasso | |
---|---|---|---|---|---|---|
censoring rate = 50% | ||||||
RMSE.M | 0.068 | 0.071 | 0.071 | 0.070 | 0.072 | 0,070 |
T.model | 1 | 0 | 0 | 0 | 0.045 | 0 |
Tint.model | 1 | 0 | 0.085 | 0.030 | 0.045 | 0.035 |
Sen. | 1 | 0.185 | 0.533 | 0.575 | 0.955 | 0.632 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.763 | 0.999 |
S.model | 87 | 17.625 | 147.060 | 137.595 | 25,425 | 146.765 |
Deviance | −135.986 | −38.636 | −65.861 | −73.924 | −5.523 | −83.062 |
c-index | 0.916 | 0.751 | 0.839 | 0.845 | 0.587 | 0.859 |
censoring rate = 65% | ||||||
RMSE.M | 0.067 | 0.071 | 0.071 | 0.071 | 0.072 | 0.070 |
T.model | 1 | 0 | 0 | 0 | 0.104 | 0 |
Tint.model | 1 | 0 | 0.010 | 0.035 | 0.104 | 0.050 |
Sen. | 1 | 0.177 | 0.464 | 0.518 | 0.961 | 0.582 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.759 | 0.999 |
S.model | 87 | 17.094 | 134.752 | 133.153 | 25,793 | 139.218 |
Deviance | −128.426 | −33.808 | −52.046 | −60.786 | −7.674 | −70.564 |
c-index | 0.925 | 0.752 | 0.826 | 0.837 | 0.601 | 0.855 |