stat.ML · 2510.19374 Copy arXiv ID · Oct 22, 2025 Save Survival of the fittest Cox model: Pivotal variable selection for time-to-event data Authors: Maxime van Cutsem , Sylvain Sardy
Organizations: Department of Mathematics, University of Geneva
Abstract We revisit Cox's proportional hazards model to improve variable selection in survival analysis. A square-root transformation of the partial likelihood renders the selection of the regularization parameter pivotal, free of the unknown baseline hazard and censoring mechanism. The resulting criterion borrows from information criteria such as BIC and from penalized regression methods such as the lasso, taking the best of both. On simulated and real data, our method substantially improves upon state-of-the-art approaches used daily in support recovery.
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Shashank Yadav, David M. Routman, Andrew Y. K. Foong
Survival analysis is an established framework for analyzing time-to-event data, yet many clinical machine learning studies still binarize the outcome before model training. This practice excludes censored patients, collapses temporal information into a single threshold, and can affect which features are selected as prognostically relevant. We examine the cost of this binarization in the context of Bayesian network (BN) feature selection, using two recent publications as case studies: one that applies BN-based feature selection to a head-and-neck cancer cohort and a second surgical cohort study that, while not BN-based, likewise binarizes its survival endpoint. We replace the binary scoring function with the Cox partial log-likelihood for feature-to-outcome edges, a modification we call the Survival-Aware Bayesian network, and recover prognostic features that binarization misses. Our ablation experiment confirms that the improvement is driven by the time-to-event scoring formulation rather than by retaining more patients. The results generalize across five endpoint-cohort combinations in head-and-neck cancer and extend to three further cancer types (breast, colorectal, and kidney). We propose that clinical studies with survival outcomes should use time-to-event methods by default, as binarization discards the prognostic signal retained by survival analysis.