Ensembling Variable Selectors by Stability Selection for the Cox Model

Table 5

The performance of each method on three real datasets.

Dataset	Metric	PGA	BSS	StabSel	RSMA	ST2E
PBC	Sel. rate
	IVs (1–15)	0.299	0.597	0.518	0.543	0.605
	UIVs (26–35)	0.015	0.291	0.053	0.074	0.120
	C-index	0.792	0.812	0.819	0.826	0.835
	TPR	0.24	0.50	0.42	0.54	0.63
	TNR	0.98	0.60	0.99	0.96	0.96
Lung	Sel. rate
	IVs (1–8)	0.284	0.607	0.477	0.476	0.466
	UIVs (9–28)	0.077	0.426	0.097	0.289	0.200
	C-index	0.631	0.703	0.695	0.680	0.695
	TPR	0.27	0.61	0.41	0.51	0.54
	TNR	0.92	0.55	0.83	0.71	0.74
Rats	Sel. rate
	IVs (1–3)	0.627	0.890	0.850	0.893	0.997
	UIVs (4–23)	0.043	0.332	0.101	0.160	0.159
	C-index	0.800	0.870	0.853	0.869	0.693
	TPR	0.60	0.89	0.70	0.89	1.00
	TNR	0.91	0.67	0.90	0.84	0.84