Survival analysis aims to predict the occurrence of specific events of interest at future time points. The presence of incomplete observations due to censoring brings unique challenges in this domain and differentiates survival analysis techniques from other standard regression methods. In many applications where the distribution of the survival times can be explicitly modeled, parametric survival regression is a better alternative to the commonly used Cox proportional hazards model for this problem of censored regression. However, parametric survival regression suffers from model overfitting in high-dimensional scenarios. In this paper, we propose a unified model for regularized parametric survival regression for an arbitrary survival distribution. We employ a generalized linear model to approximate the negative log-likelihood and use the elastic net as a sparsity-inducing penalty to effectively deal with high-dimensional data. The proposed model is then formulated as a penalized iteratively reweighted least squares and solved using a cyclical coordinate descent-based method. We demonstrate the performance of our proposed model on various high-dimensional real-world microarray gene expression benchmark datasets. Our experimental results indicate that the proposed model produces more accurate estimates compared to the other competing state-of-the-art methods.
- Date of publication:
- May 5, 2016
- SIAM International Conference on Data Mining