Unsupervised aggregation of independently built univariate predictors is
explored as an alternative regularization approach for noisy, sparse datasets.
Bipartite ranking algorithm Smooth Rank implementing this approach is
introduced. The advantages of this algorithm are demonstrated on two types of
problems. First, Smooth Rank is applied to two-class problems from bio-medical
field, where ranking is often preferable to classification. In comparison
against SVMs with radial and linear kernels, Smooth Rank had the best
performance on 8 out of 12 benchmark benchmarks.
Bias - variance decomposition of the expected error defined for regression
and classification problems is an important tool to study and compare different
algorithms, to find the best areas for their application. Here the
decomposition is introduced for the survival analysis problem. In our
experiments, we study bias -variance parts of the expected error for two
algorithms: original Cox proportional hazard regression and CoxPath, path
algorithm for L1-regularized Cox regression, on the series of increased
training sets.
Prognosis of disease progression is necessary for development of
individualized treatment, understanding of the disease. Risk modeling is a
challenging problem, and too often amount of available relevant observations is
not sufficient to build a quality model with traditional approaches. New method
Smooth Rank for survival analysis, risk modeling is introduced here. Smooth
Rank is robust against overfitting on relatively small samples. The method is
compared with established risk modeling methods on 10 real life datasets.