This function extracts desired number of features based on minimum log-Loss function
using Cox proportional hazard model as learner method on a high dimensional survival data.
Usage
mlhighCox(cols, idSurv, idEvent, per = 20, fold = 3, data)
Value
A dataframe containing desired number of features and the corresponding log Loss function.
Arguments
cols
A numeric vector of column numbers indicating the features for which the log Loss functions are to be computed
idSurv
The name of the survival time variable
idEvent
The name of the survival event variable
per
Percentage of total features to be selected, default value 20
fold
An integer denoting number of folds in cross validation, default value 3
data
A data frame that contains the survival and covariate information for the subjects
Author
Atanu Bhattacharjee, Gajendra K. Vishwakarma & Souvik Banerjee
Details
Performs feature Selection using Cox PH on high-dimensional data
Using the Cox proportional hazard model on the given survival data, this function selects
the most significant feature based on a performance measure. The performance measure is considered as logarithmic loss function. It is defined as,
$$L(f,t)=-log(f(t))$$. The features with minimum log-loss function are extracted.
References
Sonabend, R., Király, F. J., Bender, A., Bernd Bischl B. and Lang M. mlr3proba: An R Package for Machine Learning in Survival Analysis, 2021, Bioinformatics, <https://doi.org/10.1093/bioinformatics/btab039>