Efficient Feature Selection and Multiclass Classification with Integrated Instance and Model Based Learning

[摘要] Multiclass classification and feature (variable) selections are commonly encountered in many biological and medical applications. However, extending binary classification approaches to multiclass problems is not trivial. Instance-based methods such as the K nearest neighbor (KNN) can naturally extend to multiclass problems and usually perform well with unbalanced data, but suffer from the curse of dimensionality. Their performance is degraded when applied to high dimensional data. On the other hand, model-based methods such as logistic regression require the decomposition of the multiclass problem into several binary problems with one-vs.-one or one-vs.-rest schemes. Even though they can be applied to high dimensional data with L1 or Lp penalized methods, such approaches can only select independent features and the features selected with different binary problems are usually different. They also produce unbalanced classification problems with one vs. the rest scheme even if the original multiclass problem is balanced.

[学科分类] 生物技术

[关键词] feature selection;multiclass classification;statistical learning;high-dimensional data