Benchmark of biomarker identification and prognostic modeling methods on diverse censored data

The practices of identifying biomarkers and developing prognostic models using genomic data has become increasingly prevalent. Such data often features characteristics that make these practices difficult, namely high dimensionality, correlations between predictors, and sparsity. Many modern methods have been developed to address these problematic characteristics while performing feature selection and prognostic modeling, but a large-scale comparison of their performances in these tasks on diverse right-censored time to event data (aka survival time data) is much needed. We have compiled many existing methods, including some machine learning methods, several which have performed well in previous benchmarks, primarily for comparison in regards to variable selection capability, and secondarily for survival time prediction on many synthetic datasets with varying levels of sparsity, correlation between predictors, and signal strength of informative predictors. For illustration, we have also performed multiple analyses on a publicly available and widely used cancer cohort from The Cancer Genome Atlas using these methods. We evaluated the methods through extensive simulation studies in terms of the false discovery rate, F1-score, concordance index, Brier score, root mean square error, and computation time. Of the methods compared, CoxBoost and the Adaptive LASSO performed well in all metrics, and the LASSO and elastic net excelled when evaluating concordance index and F1-score. The Benjamini-Hoschberg and q-value procedures showed volatile performances in controlling the false discovery rate. Some methods' performances were greatly affected by differences in the data characteristics. With our extensive numerical study, we have identified the best performing methods for a plethora of data characteristics using informative metrics. This will help cancer researchers in choosing the best approach for their needs when working with genomic data.