Gene selection in high-dimensional microarray data has become increasingly important in cancer classification. The high dimensionality of microarray data makes the application of many expert classifier systems difficult.To simultaneously perform gene selection and estimate the gene coefficientsin the model, sparse logistic regression using L1-norm was successfully applied in high-dimensional microarray data. However, when there are highcorrelation among genes, L1-norm cannot perform effectively. To addressthis issue, an efficient sparse logistic regression (ESLR) is proposed. Extensive applications using high-dimensional gene expression data show that ourproposed method can successfully select the highly correlated genes. Furthermore, ESLR is compared with other three methods and exhibits competitiveperformance in both classification accuracy and Youdens index. Thus, wecan conclude that ESLR has significant impact in sparse logistic regressionmethod and could be used in the field of high-dimensional microarray datacancer classification
