Information-Theoretic Feature Selection in Microarray Data Using Variable Complementarity
 
Information-Theoretic Feature Selection in Microarray Data Using Variable Complementarity 
 
Colas Schretter, Patrick E. Meyer, Gianluca Bontempi
 
Abstract 

The paper presents an original filter approach for effective feature selection in microarray data characterized by a large number of input variables and a few samples. The approach is based on the use of a new information-theoretic selection, the double input symmetrical relevance (DISR), which relies on a measure of variable complementarity. This measure evaluates the additional information that a set of variables provides about the output with respect to the sum of each single variable contribution. We show that a variable selection approach based on DISR can be formulated as a quadratic optimization problem: the dispersion sum problem (DSP). To solve this problem, we use a strategy based on backward elimination and sequential replacement (BESR). The combination of BESR and the DISR criterion is compared in theoretical and experimental terms to recently proposed information-theoretic criteria. Experimental results on a synthetic dataset as well as on a set of eleven microarray classification tasks show that the proposed technique is competitive with existing filter selection methods.