Multiple Suboptimal Solutions for Prediction Rules in Gene Expression Data
Table 1
A taxonomy of feature selection techniques summarized by Saeys et al. [8]. These major feature selections are addressed. Each type has a subcategory. Advantages, disadvantages, and example methods are shown.
Model search
Advantages
Disadvantages
Examples
Univariate
Filter
Fast Scalable Independent of the classifier
Ignores feature dependencies Ignores interaction with the classifier
Euclidean distance t-test Information gain
Multivariate
Models feature dependencies Independent of the classifier Better computational complexity than wrapper methods
Slower than univariate techniques Less scalable than univariate techniques Ignores interaction with the classifier
Correlation-based feature selection Markov blanket filter Fast correlation-based feature selection
Deterministic
Wrapper
Simple Interacts with the classifier Models feature dependencies Less computationally intensive than randomized methods
Risk of overfitting More prone than randomized algorithms to getting stuck in a local optimum Classifier dependent selection