Question

The influence of feature selection methods on accuracy, stability and interpretability of molecular signatures

Answer 1

Answer:

In this method we compare 32 feature selection methods on 4 public gene expression datasets for breast cancer prognosis, in terms of predictive performance, stability and functional interpretability of the signatures they produce. We observe that the feature selection method has a significant influence on the accuracy, stability and interpretability of signatures. Surprisingly, complex wrapper and embedded methods generally do not outperform simple univariate feature selection methods, and ensemble feature selection has generally no positive effect.

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