Extreme learning machine Cox model for high‐dimensional survival analysis

Some interesting recent studies have shown that neural network models are useful alternatives in modeling survival data when the assumptions of a classical parametric or semiparametric survival model such as the Cox (1972) model are seriously violated. However, to the best of our knowledge, the plausibility of adapting the emerging extreme learning machine (ELM) algorithm for single-hidden-layer feedforward neural networks to survival analysis has not been explored. In this paper, we present a kernel ELM Cox model regularized by an L0 -based broken adaptive ridge (BAR) penalization method. Then, we demonstrate that the resulting method, referred to as ELMCoxBAR, can outperform some other state-of-art survival prediction methods such as L1 - or L2 -regularized Cox regression, random survival forest with various splitting rules, and boosted Cox model, in terms of its predictive performance using both simulated and real world datasets. In addition to its good predictive performance, we illustrate that the proposed method has a key computational advantage over the above competing methods in terms of computation time efficiency using an a real-world ultra-high-dimensional survival data.