FSGLmstate is an R package that performs variable selection via fused sparse-group lasso (FSGL) penalized multi-state models (Miah et al., 2024).
In multi-state models based on high-dimensional data, effective modeling strategies are required to determine an optimal, ideally parsimonious model. In particular, linking covariate effects across transitions is needed to conduct joint variable selection. A useful technique to reduce model complexity is to address homogeneous covariate effects for distinct transitions. We integrate this approach to data-driven variable selection by extended regularization methods within multi-state model building. We propose the fused sparse-group lasso (FSGL) penalized Cox-type regression in the framework of multi-state models combining the penalization concepts of pairwise differences of covariate effects along with transition grouping. For optimization, we adapt the alternating direction method of multipliers (ADMM) algorithm to transition-specific hazards regression in the multi-state setting. In a simulation study and application to acute myeloid leukemia (AML) data, we evaluate the algorithm's ability to select a sparse model incorporating relevant transition-specific effects and similar cross-transition effects. We investigate settings in which the combined penalty is beneficial compared to only fused or grouped regularization.
You can install the current package version FSGLmstate from GitHub with:
# install.packages("devtools")
devtools::install_github("k-miah/FSGLmstate")Load the package in R with:
library(FSGLmstate)- Multi-state partial log-likelihood function with first and second derivatives
- Multi-state Cox estimation algorithms (gradient ascent & Newton-Raphson) based on long format data
- FSGLmstate algorithm: Alternating direction method of multipliers (ADMM) optimization for FSGL penalized multi-state models
- Choice of optimal tuning parameters by generalized cross-validation (GCV)
For any questions or feedback, please reach out to [email protected].