Research Article

Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings

Table 5

Number of genes that overlaps between methods for the same samples and true-positive rates among common genes, for each simulated dataset and selection method.

Training fractionIntersection (number of common genes/true-positive rates among common genes)
LASSO-pcvlElastic NetBSS EnetCoxBoostRSF

500121/2LASSO-cvl11 (5-29)/0.7 (0.35-1)25 (7-53)/0.35 (0.15-1)18 (7-27)/0.47 (0.26-1)22 (7-40)/0.38 (0.17-1)6 (1-12)/0.71 (0.2-1)
LASSO-pcvl11 (5-29)/0.7 (0.33-1)11 (5-24)/0.71 (0.41-1)11 (5-29)/0.7 (0.33-1)4 (1-12)/0.86 (0.5-1)
Elastic Net20 (8-29)/0.45 (0.29-0.88)24 (8-48)/0.35 (0.17-0.78)7 (3-14)/0.67 (0.2-1)
BSS Enet18 (7-28)/0.44 (0.28-0.8)7 (1-12)/0.75 (0.25-1)
CoxBoost6 (1-13)/0.71 (0.2-1)
501/2LASSO-cvl42 (13-74)/0.64 (0.46-0.95)62 (40-93)/0.49 (0.37-0.65)40 (28-56)/0.71 (0.52-0.84)53 (24-80)/0.55 (0.41-0.92)12 (4-19)/0.79 (0.44-1)
LASSO-pcvl44 (13-74)/0.63 (0.45-0.95)35 (13-48)/0.74 (0.59-0.95)42 (13-72)/0.65 (0.45-0.95)11 (3-18)/0.86 (0.56-1)
Elastic Net43 (29-57)/0.71 (0.52-0.82)57 (24-79)/0.54 (0.38-0.92)14 (5-21)/0.77 (0.37-1)
BSS Enet40 (22-53)/0.72 (0.53-0.95)11 (2-18)/0.89 (0.57-1)
CoxBoost12 (4-20)/0.81 (0.5-1)

750121/2LASSO-cvl13 (7-25)/0.69 (0.4-1)25 (12-50)/0.36 (0.18-0.75)19 (11-29)/0.47 (0.3-0.79)23 (12-43)/0.39 (0.2-0.75)7 (4-12)/0.83 (0.5-1)
LASSO-pcvl13 (7-25)/0.68 (0.4-1)12 (6-23)/0.73 (0.43-1)13 (7-24)/0.69 (0.38-1)6 (3-10)/1 (0.6-1)
Elastic Net22 (11-33)/0.45 (0.3-0.75)26 (12-50)/0.36 (0.2-0.75)8 (4-14)/0.8 (0.54-1)
BSS Enet20 (11-33)/0.45 (0.3-0.82)8 (4-12)/0.86 (0.43-1)
CoxBoost7 (3-12)/0.8 (0.57-1)
501/2LASSO-cvl43 (27-68)/0.73 (0.5-0.91)71 (51-90)/0.51 (0.37-0.69)49 (39-65)/0.7 (0.55-0.85)60 (36-79)/0.58 (0.43-0.81)14 (6-22)/0.85 (0.67-1)
LASSO-pcvl44 (27-68)/0.73 (0.5-0.92)40 (27-57)/0.79 (0.61-0.94)42 (27-65)/0.74 (0.52-0.92)12 (7-20)/0.93 (0.71-1)
Elastic Net52 (42-68)/0.68 (0.55-0.83)62 (36-83)/0.56 (0.43-0.81)16 (7-23)/0.83 (0.6-1)
BSS Enet47 (34-63)/0.71 (0.56-0.86)14 (8-22)/0.9 (0.73-1)
CoxBoost14 (6-22)/0.88 (0.71-1)

1000121/2LASSO-cvl15 (8-28)/0.59 (0.32-0.92)34 (11-79)/0.28 (0.11-0.73)26 (11-51)/0.35 (0.18-0.73)31 (11-55)/0.29 (0.16-0.73)8 (4-12)/0.89 (0.45-1)
LASSO-pcvl15 (8-28)/0.59 (0.32-0.92)15 (8-27)/0.61 (0.33-0.92)15 (8-28)/0.59 (0.32-0.92)7 (4-11)/1 (0.62-1)
Elastic Net29 (14-52)/0.34 (0.17-0.61)34 (16-62)/0.28 (0.14-0.53)9 (4-12)/0.89 (0.42-1)
BSS Enet27 (13-44)/0.34 (0.2-0.59)9 (6-12)/0.89 (0.5-1)
CoxBoost8 (4-11)/0.88 (0.6-1)
501/2LASSO-cvl57 (34-77)/0.72 (0.52-0.97)90 (70-122)/0.48 (0.35-0.61)63 (53-88)/0.67 (0.52-0.78)73 (54-101)/0.57 (0.45-0.78)18 (13-24)/0.9 (0.71-1)
LASSO-pcvl57 (34-78)/0.72 (0.51-0.97)53 (34-65)/0.78 (0.63-0.97)56 (34-76)/0.73 (0.53-0.97)17 (12-23)/0.94 (0.74-1)
Elastic Net66 (58-89)/0.66 (0.53-0.76)74 (54-106)/0.56 (0.43-0.78)20 (14-25)/0.88 (0.71-1)
BSS Enet60 (50-84)/0.7 (0.56-0.81)19 (13-24)/0.94 (0.79-1)
CoxBoost18 (12-24)/0.94 (0.71-1)

500122/3LASSO-cvl13 (7-25)/0.71 (0.4-1)26 (10-55)/0.38 (0.15-0.8)20 (9-31)/0.45 (0.3-0.8)24 (10-46)/0.4 (0.17-0.8)7 (3-11)/0.75 (0.43-1)
LASSO-pcvl13 (7-26)/0.71 (0.38-1)13 (7-21)/0.72 (0.48-1)13 (7-25)/0.71 (0.4-1)5 (2-10)/1 (0.6-1)
Elastic Net23 (11-33)/0.43 (0.31-0.82)28 (10-48)/0.34 (0.17-0.71)7 (4-13)/0.71 (0.4-1)
BSS Enet21 (9-32)/0.44 (0.31-0.78)7 (4-11)/0.8 (0.5-1)
CoxBoost7 (3-10)/0.71 (0.43-1)
502/3LASSO-cvl52 (33-71)/0.65 (0.51-0.85)76 (57-104)/0.49 (0.34-0.61)51 (43-62)/0.68 (0.56-0.81)65 (41-93)/0.55 (0.35-0.68)14 (7-21)/0.83 (0.58-1)
LASSO-pcvl53 (34-72)/0.65 (0.51-0.85)46 (34-57)/0.73 (0.61-0.92)51 (33-65)/0.66 (0.56-0.87)13 (7-19)/0.9 (0.64-1)
Elastic Net54 (45-66)/0.69 (0.56-0.82)66 (41-99)/0.54 (0.34-0.69)16 (10-23)/0.8 (0.48-1)
BSS Enet50 (37-60)/0.7 (0.6-0.82)14 (7-20)/0.92 (0.61-1)
CoxBoost14 (7-21)/0.87 (0.62-1)

750122/3LASSO-cvl11 (8-18)/0.82 (0.5-1)23 (12-49)/0.42 (0.2-0.79)20 (11-33)/0.5 (0.3-0.92)21 (12-47)/0.45 (0.21-0.77)8 (5-11)/1 (0.73-1)
LASSO-pcvl11 (8-18)/0.82 (0.5-1)11 (8-17)/0.83 (0.53-1)11 (8-18)/0.82 (0.5-1)7 (5-10)/1 (0.86-1)
Elastic Net22 (13-35)/0.46 (0.29-0.85)24 (13-49)/0.41 (0.2-0.71)8 (5-13)/1 (0.69-1)
BSS Enet20 (12-32)/0.47 (0.28-0.83)8 (5-12)/1 (0.73-1)
CoxBoost8 (5-12)/1 (0.7-1)
502/3LASSO-cvl46 (31-59)/0.8 (0.62-0.97)80 (58-111)/0.52 (0.39-0.72)58 (46-70)/0.69 (0.59-0.85)68 (43-87)/0.59 (0.45-0.84)16 (12-21)/0.94 (0.76-1)
LASSO-pcvl46 (31-59)/0.8 (0.62-0.97)44 (30-54)/0.83 (0.69-0.97)46 (31-58)/0.8 (0.65-0.97)14 (9-20)/1 (0.84-1)
Elastic Net62 (51-78)/0.68 (0.59-0.84)69 (43-89)/0.59 (0.44-0.84)17 (14-23)/0.94 (0.74-1)
BSS Enet55 (40-67)/0.71 (0.6-0.87)16 (12-22)/0.94 (0.81-1)
CoxBoost15 (12-21)/0.94 (0.8-1)

1000122/3LASSO-cvl15 (9-25)/0.62 (0.4-1)42 (20-74)/0.24 (0.12-0.5)33 (19-55)/0.29 (0.16-0.53)37 (14-67)/0.25 (0.15-0.57)7 (3-9)/1 (0.83-1)
LASSO-pcvl15 (9-25)/0.62 (0.4-1)14 (9-25)/0.62 (0.4-1)14 (9-25)/0.62 (0.4-1)6 (3-9)/1 (0.8-1)
Elastic Net38 (21-59)/0.28 (0.18-0.52)41 (14-70)/0.23 (0.14-0.57)7 (4-10)/1 (0.83-1)
BSS Enet35 (14-53)/0.28 (0.17-0.57)7 (4-10)/1 (0.75-1)
CoxBoost7 (4-9)/1 (0.83-1)
502/3LASSO-cvl57 (45-73)/0.76 (0.6-0.91)100 (75-144)/0.45 (0.31-0.59)73 (59-89)/0.61 (0.5-0.74)78 (53-110)/0.56 (0.39-0.77)15 (11-18)/1 (0.88-1)
LASSO-pcvl57 (46-73)/0.75 (0.6-0.91)55 (45-68)/0.79 (0.63-0.91)55 (45-71)/0.76 (0.61-0.91)15 (11-18)/1 (0.92-1)
Elastic Net78 (65-93)/0.59 (0.5-0.72)79 (53-112)/0.55 (0.38-0.77)16 (12-18)/1 (0.81-1)
BSS Enet67 (53-82)/0.66 (0.53-0.83)15 (11-18)/1 (0.92-1)
CoxBoost15 (11-18)/1 (0.92-1)