Comparing prediction performances under different choices of weights for lasso/ridge penalty

Summarizing FLORAL outputs from various choices of a

Usage

a.FLORAL(
  a = c(0.1, 0.5, 1),
  ncore = 1,
  seed = NULL,
  x,
  y,
  ncov = 0,
  family = "gaussian",
  longitudinal = FALSE,
  id = NULL,
  tobs = NULL,
  failcode = NULL,
  corstr = "exchangeable",
  scalefix = FALSE,
  scalevalue = 1,
  pseudo = 1,
  length.lambda = 100,
  lambda.min.ratio = NULL,
  ncov.lambda.weight = 0,
  mu = 1,
  maxiter = 100,
  ncv = 5,
  intercept = FALSE,
  step2 = FALSE,
  progress = TRUE
)

Arguments

a: vector of scalars between 0 and 1 for comparison.
ncore: Number of cores used for parallel computation. Default is to use only 1 core.
seed: A random seed for reproducibility of the results. By default the seed is the numeric form of Sys.Date().
x: Feature matrix, where rows specify subjects and columns specify features. The first ncov columns should be patient characteristics and the rest columns are microbiome absolute counts corresponding to various taxa. If x contains longitudinal data, the rows must be sorted in the same order of the subject IDs used in y.
y: Outcome. For a continuous or binary outcome, y is a vector. For survival outcome, y is a Surv object.
ncov: An integer indicating the number of first ncov columns in x that will not be subject to the zero-sum constraint.
family: Available options are gaussian, binomial, cox, finegray.
longitudinal: TRUE or FALSE, indicating whether longitudinal data matrix is specified for input x. (Longitudinal=TRUE and family="cox" or "finegray" will fit a time-dependent covariate model. Longitudinal=TRUE and family="gaussian" or "binomial" will fit a GEE model.)
id: If longitudinal is TRUE, id specifies subject IDs corresponding to the rows of input x.
tobs: If longitudinal is TRUE, tobs specifies time points corresponding to the rows of input x.
failcode: If family = finegray, failcode specifies the failure type of interest. This must be a positive integer.
corstr: If a GEE model is specified, then corstr is the corresponding working correlation structure. Options are independence, exchangeable, AR-1 and unstructured.
scalefix: TRUE or FALSE, indicating whether the scale parameter is estimated or fixed if a GEE model is specified.
scalevalue: Specify the scale parameter if scalefix=TRUE.
pseudo: Pseudo count to be added to x before taking log-transformation
length.lambda: Number of penalty parameters used in the path
lambda.min.ratio: Ratio between the minimum and maximum choice of lambda. Default is NULL, where the ratio is chosen as 1e-2.
ncov.lambda.weight: Weight of the penalty lambda applied to the first ncov covariates. Default is 0 such that the first ncov covariates are not penalized.
mu: Value of penalty for the augmented Lagrangian
maxiter: Number of iterations needed for the outer loop of the augmented Lagrangian algorithm.
ncv: Folds of cross-validation. Use NULL if cross-validation is not wanted.
intercept: TRUE or FALSE, indicating whether an intercept should be estimated.
step2: TRUE or FALSE, indicating whether a second-stage feature selection for specific ratios should be performed for the features selected by the main lasso algorithm. Will only be performed if cross validation is enabled.
progress: TRUE or FALSE, indicating whether printing progress bar as the algorithm runs.

Value

A ggplot2 object of cross-validated prediction metric versus lambda, stratified by a. Detailed data can be retrieved from the ggplot2 object itself.

References

Fei T, Funnell T, Waters N, Raj SS et al. Scalable Log-ratio Lasso Regression Enhances Microbiome Feature Selection for Predictive Models. bioRxiv 2023.05.02.538599.

Author

Teng Fei. Email: feit1@mskcc.org

Examples


set.seed(23420)

dat <- simu(n=50,p=30,model="linear")
pmetric <- a.FLORAL(a=c(0.1,1),ncore=1,x=dat$xcount,y=dat$y,family="gaussian",ncv=2,progress=FALSE)