Abstract
Feature selection is a commonly addressed problem in classification. In gene expression-based cancer classification, a large number of genes in conjunction with a small number of samples makes the gene selection problem more important but also more challenging. Support vector machine as a popular classification algorithm, has been successfully used in SVM-RFE method for gene selection. This paper proposes a variant of SVM-RFE to do gene selection for cancer classification with expression data. Multiple support vector machine classifiers from a leave-one-out procedure are used to compute the feature ranking scores. The numerical experiments also show the good and stable performance of the proposed method.
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