Despite the promising results achieved by radiomics prognostic models for various clinical applications, multiple challenges still need to be addressed. The two main limitations of radiomics prognostic models include information limitation owing to single imaging modalities and the selection of optimum machine learning and feature selection methods for the considered modality and clinical outcome. In this work, we applied several feature selection and machine learning methods to single-modality positron emission tomography (PET) and computed tomography (CT) and multimodality PET/CT fusion to identify the best combinations for different radiomics modalities towards overall survival prediction in non-small cell lung cancer patients.