The influence of feature selection methods on accuracy, stability and interpretability of molecular signatures.
Biomarker discovery from high-dimensional data is a crucial problem with enormous applications in biology and medicine. It is also extremely challenging from a statistical viewpoint, but surprisingly few studies have investigated the relative strengths and weaknesses of the plethora of existing feature selection methods. In this study 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. Overall a simple Student's t-test seems to provide the best results.
Mines ParisTech, Centre for Computational Biology, Fontainebleau, France. anne-claire.haury@mines-paristech.fr
Anne-Claire
AC
Haury
Pierre
P
Gestraud
Jean-Philippe
JP
Vert
D019540:Area Under Curve; D015415:Biomarkers; D019295:Computational Biology / Q000379:methods*; D003627:Data Interpretation, Statistical; D012372:ROC Curve
D015415:Biomarkers