Accounting for grouped predictor variables or pathways in high-dimensional penalized Cox regression models

Abstract

Abstract Background The standard lasso penalty and its extensions are commonly used to develop a regularized regression model while selecting candidate predictor variables on a time-to-event outcome in high-dimensional data. However, these selection methods focus on a homogeneous set of variables and do not take into account the case of predictors belonging to functional groups; typically, genomic data can be grouped according to biological pathways or to different types of collected data. Another challenge is that the standard lasso penalisation is known to have a high false discovery rate. Results We evaluated different penalizations in a Cox model to select grouped variables in order to further penalize variables that, in addition to having a low effect, belong to a group with a low overall effect; and to favor the selection of variables that, in addition to having a large effect, belong to a group with a large overall effect. We considered the case of prespecified and disjoint groups and proposed diverse weights for the adaptive lasso method. In particular we proposed the product Max Single Wald by Single Wald weighting (MSW*SW) which takes into account the information of the group to which it belongs and of this biomarker. Through simulations, we compared the selection and prediction ability of our approach with the standard lasso, the composite Minimax Concave Penalty (cMCP), the group exponential lasso (gel), the Integrative L1-Penalized Regression with Penalty Factors (IPF-Lasso), and the Sparse Group Lasso (SGL) methods. In addition, we illustrated the methods using gene expression data of 614 breast cancer patients. Conclusions The adaptive lasso with the MSW*SW weighting method incorporates both the information in the grouping structure and the individual variable. It outperformed the competitors by reducing the false discovery rate without severely increasing the false negative rate.

Keywords

• Lasso penalty
• High-dimensional
• Biomarker selection
• Pathways
• Cox model
• Precision medicine