Combined performance of screening and variable selection methods in ultra-high dimensional data in predicting time-to-event outcomes

摘要

BackgroundBuilding prognostic models of clinical outcomes is an increasingly important research task and will remain a vital area in genomic medicine. Prognostic models of clinical outcomes are usually built and validated utilizing variable selection methods and machine learning tools. The challenges, however, in ultra-high dimensional space are not only to reduce the dimensionality of the data, but also to retain the important variables which predict the outcome. Screening approaches, such as the sure independence screening (SIS), iterative SIS (ISIS), and principled SIS (PSIS), have been developed to overcome the challenge of high dimensionality. We are interested in identifying important single-nucleotide polymorphisms (SNPs) and integrating them into a validated prognostic model of overall survival in patients with metastatic prostate cancer. While the abovementioned variable selection approaches have theoretical justification in selecting SNPs, the comparison and the performance of these combined methods in predicting time-to-event outcomes have not been previously studied in ultra-high dimensional space with hundreds of thousands of variables.