On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models

DOI10.1007/s00180-017-0773-8zbMath1417.65056OpenAlexW2769378428MaRDI QIDQ722722

Heidi Seibold, Riccardo De Bin, Anne-Laure Boulesteix, Christoph Bernau

Publication date: 27 July 2018

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://www.zora.uzh.ch/id/eprint/142477/1/180_2017_773_OnlinePDF.pdf

zbMATH Keywords

survival analysiscross-validationhigh-dimensional databoostingparameter tuning

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Generalized linear models (logistic models) (62J12)

Related Items

Interaction forests: identifying and exploiting interpretable quantitative and qualitative interaction effects, A boosting first-hitting-time model for survival analysis in high-dimensional settings, Bootstrapping the out-of-sample predictions for efficient and accurate cross-validation, A likelihood-based boosting algorithm for factor analysis models with binary data

Uses Software

• R
• mboost
• LogitBoost
• CoxBoost
• ElemStatLearn

Cites Work

• Greedy function approximation: A gradient boosting machine.
• Model-based boosting in R: a hands-on tutorial using the R package mboost
• Boosting algorithms: regularization, prediction and model fitting
• Boosting in Cox regression: a comparison between the likelihood-based and the model-based approaches with focus on the R-packages \textit{CoxBoost} and \textit{mboost}
• Least angle regression. (With discussion)
• Early stopping in \(L_{2}\)Boosting
• Boosting for high-dimensional linear models
• Adapting Prediction Error Estimates for Biased Complexity Selection in High-Dimensional Bootstrap Samples
• Survival ensembles
• Boosting With theL₂Loss
• Consistent Estimation of the Expected Brier Score in General Survival Models with Right‐Censored Event Times
• Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
• The elements of statistical learning. Data mining, inference, and prediction