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. 2013 Oct 4;15(2):207–221. doi: 10.1093/biostatistics/kxt043

Table 5.

Comparison of computation times (in seconds) taken for training coxnet and our method

LD pediatric trauma
HD gene expression
Model type L2 L1 L2 L1
coxnet Inline graphic Inline graphic Inline graphic Inline graphic
Our method Inline graphic Inline graphic Inline graphic Inline graphic
coxnet Inline graphic Inline graphic Inline graphic Inline graphic
Our method Inline graphic Inline graphic Inline graphic Inline graphic

Top: the cross-validation for both the methods was performed by varying the hyperparameter value between 10−3 and 109 by multiples of 10. Bottom: the cross-validation for both the methods was performed over the regularization path chosen by coxnet. The corresponding penalized log-likelihood achieved at convergence are in parentheses. Bold emphases represent superior performance of one method over the other.