Oracle | Uni. Sel. | Ordinary Lasso | TS-GSIS Lasso | OGS Ridge | OGS Lasso | |
---|---|---|---|---|---|---|
censoring rate = 50% | ||||||
RMSE.M | 0.064 | 0.067 | 0.067 | 0.067 | 0.069 | 0.067 |
T.model | 1 | 0 | 0 | 0 | 0.172 | 0 |
Tint.model | 1 | 0 | 0.098 | 0.064 | 0.172 | 0.078 |
Sen. | 1 | 0.200 | 0.504 | 0.586 | 0.977 | 0.659 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.767 | 0.999 |
S.model | 84 | 18.529 | 137.623 | 140.039 | 24,970 | 145.250 |
Deviance | −136.378 | −38.797 | −57.657 | −71.756 | −11.113 | −83.105 |
c-index | 0.928 | 0.765 | 0.838 | 0.856 | 0.600 | 0.875 |
censoring rate = 65% | ||||||
RMSE.M | 0.063 | 0.067 | 0.068 | 0.067 | 0.069 | 0.067 |
T.model | 1 | 0 | 0 | 0 | 0.279 | 0 |
Tint.model | 1 | 0 | 0.051 | 0.051 | 0.279 | 0.084 |
Sen. | 1 | 0.180 | 0.435 | 0.519 | 0.982 | 0.573 |
Spe. | 1 | 1 | 0.999 | 0.999 | 0.756 | 0.999 |
S.model | 84 | 17.284 | 127.991 | 130.405 | 26,132 | 137.153 |
Deviance | − 124.043 | −30.843 | −44.032 | −55.482 | −5.697 | −62.328 |
c-index | 0.936 | 0.761 | 0.822 | 0.845 | 0.598 | 0.860 |