Dataset Information

Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters.

ABSTRACT: Regularized variable selection is a powerful tool for identifying the true regression model from a large number of candidates by applying penalties to the objective functions. The penalty functions typically involve a tuning parameter that control the complexity of the selected model. The ability of the regularized variable selection methods to identify the true model critically depends on the correct choice of the tuning parameter. In this study we develop a consistent tuning parameter selection method for regularized Cox's proportional hazards model with a diverging number of parameters. The tuning parameter is selected by minimizing the generalized information criterion. We prove that, for any penalty that possesses the oracle property, the proposed tuning parameter selection method identifies the true model with probability approaching one as sample size increases. Its finite sample performance is evaluated by simulations. Its practical use is demonstrated in the Cancer Genome Atlas (TCGA) breast cancer data.

SUBMITTER: Ni A

PROVIDER: S-EPMC6107315 | biostudies-literature | 2018 Sep

REPOSITORIES: biostudies-literature

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Publications

Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters.

Ni Ai A Cai Jianwen J

Scandinavian journal of statistics, theory and applications 20180116 3

Regularized variable selection is a powerful tool for identifying the true regression model from a large number of candidates by applying penalties to the objective functions. The penalty functions typically involve a tuning parameter that control the complexity of the selected model. The ability of the regularized variable selection methods to identify the true model critically depends on the correct choice of the tuning parameter. In this study we develop a consistent tuning parameter selectio ...[more]

PMID: 30147217

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Project description:BackgroundAnalysing distributed medical data is challenging because of data sensitivity and various regulations to access and combine data. Some privacy-preserving methods are known for analyzing horizontally-partitioned data, where different organisations have similar data on disjoint sets of people. Technically more challenging is the case of vertically-partitioned data, dealing with data on overlapping sets of people. We use an emerging technology based on cryptographic techniques called secure multi-party computation (MPC), and apply it to perform privacy-preserving survival analysis on vertically-distributed data by means of the Cox proportional hazards (CPH) model. Both MPC and CPH are explained.MethodsWe use a Newton-Raphson solver to securely train the CPH model with MPC, jointly with all data holders, without revealing any sensitive data. In order to securely compute the log-partial likelihood in each iteration, we run into several technical challenges to preserve the efficiency and security of our solution. To tackle these technical challenges, we generalize a cryptographic protocol for securely computing the inverse of the Hessian matrix and develop a new method for securely computing exponentiations. A theoretical complexity estimate is given to get insight into the computational and communication effort that is needed.ResultsOur secure solution is implemented in a setting with three different machines, each presenting a different data holder, which can communicate through the internet. The MPyC platform is used for implementing this privacy-preserving solution to obtain the CPH model. We test the accuracy and computation time of our methods on three standard benchmark survival datasets. We identify future work to make our solution more efficient.ConclusionsOur secure solution is comparable with the standard, non-secure solver in terms of accuracy and convergence speed. The computation time is considerably larger, although the theoretical complexity is still cubic in the number of covariates and quadratic in the number of subjects. We conclude that this is a promising way of performing parametric survival analysis on vertically-distributed medical data, while realising high level of security and privacy.

Dataset Information

Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters.

Publications

Tuning Parameter Selection in Cox Proportional Hazards Model with a Diverging Number of Parameters.

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