PLS dimension reduction for classification of microarray data

PLS dimension reduction is known to give good prediction accuracy in the context of classification with high-dimensional microarray data. In this paper, PLS is compared with some of the best state-of-the-art classification methods. In addition, a simple procedure to choose the number of components is suggested. The connection between PLS dimension reduction and gene selection is examined and a property of the first PLS component for binary classification is proven. PLS can also be used as a visualization tool for high-dimensional data in the classification framework. The whole study is based on 9 real microarray cancer data sets

Partial Least Squares: A Versatile Tool for the Analysis of High-Dimensional Genomic Data

Partial Least Squares (PLS) is a highly efficient statistical regression technique that is well suited for the analysis of high-dimensional genomic data. In this paper we review the theory and applications of PLS both under methodological and biological points of view. Focusing on microarray expression data we provide a systematic comparison of the PLS approaches currently employed, and discuss problems as different as tumor classification, identification of relevant genes, survival analysis and modeling of gene networks

Selecting subsets of newly extracted features from PCA and PLS in microarray data analysis

<p>Abstract</p> <p>Background</p> <p>Dimension reduction is a critical issue in the analysis of microarray data, because the high dimensionality of gene expression microarray data set hurts generalization performance of classifiers. It consists of two types of methods, i.e. feature selection and feature extraction. Principle component analysis (PCA) and partial least squares (PLS) are two frequently used feature extraction methods, and in the previous works, the top several components of PCA or PLS are selected for modeling according to the descending order of eigenvalues. While in this paper, we prove that not all the top features are useful, but features should be selected from all the components by feature selection methods.</p> <p>Results</p> <p>We demonstrate a framework for selecting feature subsets from all the newly extracted components, leading to reduced classification error rates on the gene expression microarray data. Here we have considered both an unsupervised method PCA and a supervised method PLS for extracting new components, genetic algorithms for feature selection, and support vector machines and <it>k </it>nearest neighbor for classification. Experimental results illustrate that our proposed framework is effective to select feature subsets and to reduce classification error rates.</p> <p>Conclusion</p> <p>Not only the top features newly extracted by PCA or PLS are important, therefore, feature selection should be performed to select subsets from new features to improve generalization performance of classifiers.</p

Variable Selection and Parameter Tuning in High-Dimensional Prediction

In the context of classification using high-dimensional data such as microarray gene expression data, it is often useful to perform preliminary variable selection. For example, the k-nearest-neighbors classification procedure yields a much higher accuracy when applied on variables with high discriminatory power. Typical (univariate) variable selection methods for binary classification are, e.g., the two-sample t-statistic or the Mann-Whitney test. In small sample settings, the classification error rate is often estimated using cross-validation (CV) or related approaches. The variable selection procedure has then to be applied for each considered training set anew, i.e. for each CV iteration successively. Performing variable selection based on the whole sample before the CV procedure would yield a downwardly biased error rate estimate. CV may also be used to tune parameters involved in a classification method. For instance, the penalty parameter in penalized regression or the cost in support vector machines are most often selected using CV. This type of CV is usually denoted as "internal CV" in contrast to the "external CV" performed to estimate the error rate, while the term "nested CV" refers to the whole procedure embedding two CV loops. While variable selection and parameter tuning have been widely investigated in the context of high-dimensional classification, it is still unclear how they should be combined if a classification method involves both variable selection and parameter tuning. For example, the k-nearest-neighbors method usually requires variable selection and involves a tuning parameter: the number k of neighbors. It is well-known that variable selection should be repeated for each external CV iteration. But should we also repeat variable selection for each it internal CV iteration or rather perform tuning based on fixed subset of variables? While the first variant seems more natural, it implies a huge computational expense and its benefit in terms of error rate remains unknown. In this paper, we assess both variants quantitatively using real microarray data sets. We focus on two representative examples: k-nearest-neighbors (with k as tuning parameter) and Partial Least Squares dimension reduction followed by linear discriminant analysis (with the number of components as tuning parameter). We conclude that the more natural but computationally expensive variant with repeated variable selection does not necessarily lead to better accuracy and point out the potential pitfalls of both variants

High-dimensional classification using features annealed independence rules

Classification using high-dimensional features arises frequently in many contemporary statistical studies such as tumor classification using microarray or other high-throughput data. The impact of dimensionality on classifications is poorly understood. In a seminal paper, Bickel and Levina [Bernoulli 10 (2004) 989--1010] show that the Fisher discriminant performs poorly due to diverging spectra and they propose to use the independence rule to overcome the problem. We first demonstrate that even for the independence classification rule, classification using all the features can be as poor as the random guessing due to noise accumulation in estimating population centroids in high-dimensional feature space. In fact, we demonstrate further that almost all linear discriminants can perform as poorly as the random guessing. Thus, it is important to select a subset of important features for high-dimensional classification, resulting in Features Annealed Independence Rules (FAIR). The conditions under which all the important features can be selected by the two-sample $t$-statistic are established. The choice of the optimal number of features, or equivalently, the threshold value of the test statistics are proposed based on an upper bound of the classification error. Simulation studies and real data analysis support our theoretical results and demonstrate convincingly the advantage of our new classification procedure.Comment: Published in at http://dx.doi.org/10.1214/07-AOS504 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sparse PLS discriminant analysis: biologically relevant feature selection and graphical displays for multiclass problems

Background: Variable selection on high throughput biological data, such as gene expression or single nucleotide polymorphisms (SNPs), becomes inevitable to select relevant information and, therefore, to better characterize diseases or assess genetic structure. There are different ways to perform variable selection in large data sets. Statistical tests are commonly used to identify differentially expressed features for explanatory purposes, whereas Machine Learning wrapper approaches can be used for predictive purposes. In the case of multiple highly correlated variables, another option is to use multivariate exploratory approaches to give more insight into cell biology, biological pathways or complex traits.Results: A simple extension of a sparse PLS exploratory approach is proposed to perform variable selection in a multiclass classification framework.Conclusions: sPLS-DA has a classification performance similar to other wrapper or sparse discriminant analysis approaches on public microarray and SNP data sets. More importantly, sPLS-DA is clearly competitive in terms of computational efficiency and superior in terms of interpretability of the results via valuable graphical outputs. sPLS-DA is available in the R package mixOmics, which is dedicated to the analysis of large biological data sets