From: Accounting for grouped predictor variables or pathways in high-dimensional penalized Cox regression models
SGL
Standard lasso
Lasso+PCA
IPF-Lasso
AC
MSW*SW
ASW
PCA
MSW
gel
SW
ASW*SW
cMCP
AUC
0.62
0.61
0.63
0.57
0.60
ESE
0.04
0.05