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Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics
[article]
2020
arXiv
pre-print
We introduce the binacox, a prognostic method to deal with the problem of detecting multiple cut-points per features in a multivariate setting where a large number of continuous features are available. The method is based on the Cox model and combines one-hot encoding with the binarsity penalty, which uses total-variation regularization together with an extra linear constraint, and enables feature selection. Original nonasymptotic oracle inequalities for prediction (in terms of Kullback-Leibler
arXiv:1807.09813v4
fatcat:opmazscc3fcftbhr6m6jycx5vy