A Regularized Cox Hierarchical Model for Incorporating Annotation Information in Predictive Omic Studies.

The proposed hierarchical regularized regression model enables integration of external meta-feature information directly into the modeling process for time-to-event outcomes, improves prediction performance when the external meta-feature data is informative. Importantly, when the external meta-features are uninformative, the prediction performance based on the regularized hierarchical model is on par with standard regularized Cox regression, indicating robustness of the framework. In addition to developing predictive signatures, the model can also be deployed in discovery applications where the main goal is to identify important features associated with the outcome rather than developing a predictive model.