Comparing Lasso and Adaptive Lasso in High-Dimensional Data: A Genetic Survival Analysis in Triple-Negative Breast Cancer
Pilar Gonz\'alez-Barquero (1), Rosa E. Lillo (1, 2), \'Alvaro M\'endez-Civieta (1, 3) ((1) uc3m-Santander Big Data Institute, Universidad Carlos III de Madrid, (2) Department of Statistics, Universidad Carlos III de Madrid, (3) Department of Biostatistics, Columbia University

TL;DR
This paper compares lasso and adaptive lasso methods for high-dimensional survival analysis in genetic data, proposing new weight strategies and a robust selection procedure, demonstrating improved accuracy and interpretability in breast cancer prognosis.
Contribution
It introduces four novel adaptive lasso weight strategies tailored for high-dimensional data and a robust variable selection method evaluated through extensive simulations and real data application.
Findings
Adaptive lasso with ridge and PCA weights outperforms standard lasso in variable selection accuracy.
The proposed method maintains or improves predictive performance across various scenarios.
It identifies key prognostic factors in triple-negative breast cancer with high stability.
Abstract
In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets where covariates far outnumber observations. We propose and evaluate four weight calculation strategies for adaptive lasso specifically designed for high-dimensional settings: ridge regression, principal component analysis (PCA), univariate Cox regression, and random survival forest (RSF) based weights. To address the inherent variability in high dimensional model selection, we develop a robust procedure that evaluates performance across multiple data partitions and selects variables based on a novel importance index. Extensive simulation studies demonstrate that adaptive lasso with ridge and PCA weights significantly outperforms standard lasso in…
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Taxonomy
TopicsCancer, Lipids, and Metabolism · Ferroptosis and cancer prognosis · Cancer Genomics and Diagnostics
