Assessing similarity of feature selection techniques in high-dimensional domains

Recent research efforts attempt to combine multiple feature selection techniques instead of using a single one. However, this combination is often made on an “ad hoc” basis, depending on the specific problem at hand, without considering the degree of diversity/similarity of the involved methods. Moreover, though it is recognized that different techniques may return quite dissimilar outputs, especially in high dimensional/small sample size domains, few direct comparisons exist that quantify these differences and their implications on classification performance. This paper aims to provide a contribution in this direction by proposing a general methodology for assessing the similarity between the outputs of different feature selection methods in high dimensional classification problems. Using as benchmark the genomics domain, an empirical study has been conducted to compare some of the most popular feature selection methods, and useful insight has been obtained about their pattern of agreement

Exploiting the accumulated evidence for gene selection in microarray gene expression data

Machine Learning methods have of late made signicant efforts to solving multidisciplinary problems in the field of cancer classification using microarray gene expression data. Feature subset selection methods can play an important role in the modeling process, since these tasks are characterized by a large number of features and a few observations, making the modeling a non-trivial undertaking. In this particular scenario, it is extremely important to select genes by taking into account the possible interactions with other gene subsets. This paper shows that, by accumulating the evidence in favour (or against) each gene along the search process, the obtained gene subsets may constitute better solutions, either in terms of predictive accuracy or gene size, or in both. The proposed technique is extremely simple and applicable at a negligible overhead in cost.Postprint (published version

Ranking to Learn: Feature Ranking and Selection via Eigenvector Centrality

In an era where accumulating data is easy and storing it inexpensive, feature selection plays a central role in helping to reduce the high-dimensionality of huge amounts of otherwise meaningless data. In this paper, we propose a graph-based method for feature selection that ranks features by identifying the most important ones into arbitrary set of cues. Mapping the problem on an affinity graph-where features are the nodes-the solution is given by assessing the importance of nodes through some indicators of centrality, in particular, the Eigen-vector Centrality (EC). The gist of EC is to estimate the importance of a feature as a function of the importance of its neighbors. Ranking central nodes individuates candidate features, which turn out to be effective from a classification point of view, as proved by a thoroughly experimental section. Our approach has been tested on 7 diverse datasets from recent literature (e.g., biological data and object recognition, among others), and compared against filter, embedded and wrappers methods. The results are remarkable in terms of accuracy, stability and low execution time.Comment: Preprint version - Lecture Notes in Computer Science - Springer 201

Multi-TGDR: a regularization method for multi-class classification in microarray experiments

Background With microarray technology becoming mature and popular, the selection and use of a small number of relevant genes for accurate classification of samples is a hot topic in the circles of biostatistics and bioinformatics. However, most of the developed algorithms lack the ability to handle multiple classes, which arguably a common application. Here, we propose an extension to an existing regularization algorithm called Threshold Gradient Descent Regularization (TGDR) to specifically tackle multi-class classification of microarray data. When there are several microarray experiments addressing the same/similar objectives, one option is to use meta-analysis version of TGDR (Meta-TGDR), which considers the classification task as combination of classifiers with the same structure/model while allowing the parameters to vary across studies. However, the original Meta-TGDR extension did not offer a solution to the prediction on independent samples. Here, we propose an explicit method to estimate the overall coefficients of the biomarkers selected by Meta-TGDR. This extension permits broader applicability and allows a comparison between the predictive performance of Meta-TGDR and TGDR using an independent testing set. Results Using real-world applications, we demonstrated the proposed multi-TGDR framework works well and the number of selected genes is less than the sum of all individualized binary TGDRs. Additionally, Meta-TGDR and TGDR on the batch-effect adjusted pooled data approximately provided same results. By adding Bagging procedure in each application, the stability and good predictive performance are warranted. Conclusions Compared with Meta-TGDR, TGDR is less computing time intensive, and requires no samples of all classes in each study. On the adjusted data, it has approximate same predictive performance with Meta-TGDR. Thus, it is highly recommended

Feature selection when there are many influential features

Recent discussion of the success of feature selection methods has argued that focusing on a relatively small number of features has been counterproductive. Instead, it is suggested, the number of significant features can be in the thousands or tens of thousands, rather than (as is commonly supposed at present) approximately in the range from five to fifty. This change, in orders of magnitude, in the number of influential features, necessitates alterations to the way in which we choose features and to the manner in which the success of feature selection is assessed. In this paper, we suggest a general approach that is suited to cases where the number of relevant features is very large, and we consider particular versions of the approach in detail. We propose ways of measuring performance, and we study both theoretical and numerical properties of the proposed methodology.Comment: Published in at http://dx.doi.org/10.3150/13-BEJ536 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm