2022
DOI: 10.1002/sim.9483
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Spike‐and‐slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high‐dimensional data analysis

Abstract: There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data (p ≫ n) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating smooth functions, damaging predictive performance. Moreover, most of these GAMs consider an "all-in-all-out" approach for functional selection, rendering them difficult to answer if nonlinear effects are necessary.While some Bayesian models can address these shortcomings, us… Show more

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Cited by 3 publications
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“…The "caret" package ( https://github.com/topepo/caret/ ) was used to divide patients with GC (1:1) into training and test groups to construct and verify models, respectively. The packages "glmnet", "survminer" and "timeROC" were then used for the least absolute shrinkage and selection operator (LASSO), and the multivariate COX regression analysis was used for prognostic associated DEGs 34 , 35 . The risk scores (RS) of genes with non-zero regression coefficients were calculated.…”
Section: Methodsmentioning
confidence: 99%
“…The "caret" package ( https://github.com/topepo/caret/ ) was used to divide patients with GC (1:1) into training and test groups to construct and verify models, respectively. The packages "glmnet", "survminer" and "timeROC" were then used for the least absolute shrinkage and selection operator (LASSO), and the multivariate COX regression analysis was used for prognostic associated DEGs 34 , 35 . The risk scores (RS) of genes with non-zero regression coefficients were calculated.…”
Section: Methodsmentioning
confidence: 99%