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- Title
A fast divide-and-conquer sparse Cox regression.
- Authors
Wang, Yan; Hong, Chuan; Palmer, Nathan; Di, Qian; Schwartz, Joel; Kohane, Isaac; Cai, Tianxi
- Abstract
We propose a computationally and statistically efficient divide-and-conquer (DAC) algorithm to fit sparse Cox regression to massive datasets where the sample size $n_0$ is exceedingly large and the covariate dimension $p$ is not small but $n_0\gg p$. The proposed algorithm achieves computational efficiency through a one-step linear approximation followed by a least square approximation to the partial likelihood (PL). These sequences of linearization enable us to maximize the PL with only a small subset and perform penalized estimation via a fast approximation to the PL. The algorithm is applicable for the analysis of both time-independent and time-dependent survival data. Simulations suggest that the proposed DAC algorithm substantially outperforms the full sample-based estimators and the existing DAC algorithm with respect to the computational speed, while it achieves similar statistical efficiency as the full sample-based estimators. The proposed algorithm was applied to extraordinarily large survival datasets for the prediction of heart failure-specific readmission within 30 days among Medicare heart failure patients.
- Subjects
UNITED States; LEAST squares; QUASILINEARIZATION; HEART failure patients; SURVIVAL analysis (Biometry); COMPUTER simulation; RESEARCH; RESEARCH methodology; REGRESSION analysis; MEDICAL cooperation; EVALUATION research; COMPARATIVE studies; RESEARCH funding; MEDICARE; ALGORITHMS; PROPORTIONAL hazards models
- Publication
Biostatistics, 2021, Vol 22, Issue 2, p381
- ISSN
1465-4644
- Publication type
journal article
- DOI
10.1093/biostatistics/kxz036