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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| Sujets: | |
| Accès en ligne: | https://arxiv.org/abs/2510.19374 |
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| _version_ | 1866918165547581440 |
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| author | van Cutsem, Maxime Sardy, Sylvain |
| author_facet | van Cutsem, Maxime Sardy, Sylvain |
| contents | We revisit Cox's proportional hazard models and LASSO in the aim of improving feature selection in survival analysis. Unlike traditional methods relying on cross-validation or BIC, the penalty parameter $λ$ is directly tuned for feature selection and is asymptotically pivotal thanks to taking the square root of Cox's partial likelihood. Substantially improving over both cross-validation LASSO and BIC subset selection, our approach has a phase transition on the probability of retrieving all and only the good features, like in compressed sensing. The method can be employed by linear models but also by artificial neural networks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2510_19374 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Square root Cox's survival analysis by the fittest linear and neural networks model van Cutsem, Maxime Sardy, Sylvain Machine Learning We revisit Cox's proportional hazard models and LASSO in the aim of improving feature selection in survival analysis. Unlike traditional methods relying on cross-validation or BIC, the penalty parameter $λ$ is directly tuned for feature selection and is asymptotically pivotal thanks to taking the square root of Cox's partial likelihood. Substantially improving over both cross-validation LASSO and BIC subset selection, our approach has a phase transition on the probability of retrieving all and only the good features, like in compressed sensing. The method can be employed by linear models but also by artificial neural networks. |
| title | Square root Cox's survival analysis by the fittest linear and neural networks model |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2510.19374 |