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Computational Intelligence and Neuroscience
Volume 2017 (2017), Article ID 2747431, 10 pages
https://doi.org/10.1155/2017/2747431
Research Article

Ensembling Variable Selectors by Stability Selection for the Cox Model

1School of Science, Xi’an University of Architecture and Technology, Xi’an, Shaanxi 710055, China
2School of Mathematics and Statistics, Xi’an Jiaotong University, Xi’an, Shaanxi 710049, China

Correspondence should be addressed to Qing-Yan Yin

Received 13 May 2017; Revised 18 August 2017; Accepted 29 October 2017; Published 15 November 2017

Academic Editor: Paolo Gastaldo

Copyright © 2017 Qing-Yan Yin et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

As a pivotal tool to build interpretive models, variable selection plays an increasingly important role in high-dimensional data analysis. In recent years, variable selection ensembles (VSEs) have gained much interest due to their many advantages. Stability selection (Meinshausen and Bühlmann, 2010), a VSE technique based on subsampling in combination with a base algorithm like lasso, is an effective method to control false discovery rate (FDR) and to improve selection accuracy in linear regression models. By adopting lasso as a base learner, we attempt to extend stability selection to handle variable selection problems in a Cox model. According to our experience, it is crucial to set the regularization region in lasso and the parameter properly so that stability selection can work well. To the best of our knowledge, however, there is no literature addressing this problem in an explicit way. Therefore, we first provide a detailed procedure to specify and . Then, some simulated and real-world data with various censoring rates are used to examine how well stability selection performs. It is also compared with several other variable selection approaches. Experimental results demonstrate that it achieves better or competitive performance in comparison with several other popular techniques.