Cancer classification and gene selection are important applications in DNA microarray gene expression data analysis. Since DNA microarray data suffers from the high-dimensionality problem, automatic gene selection methods are used to enhance the classification performance of expert classifier systems. In this paper, a new penalized logistic regression method that performs simultaneous gene coefficient estimation and variable selection in DNA microarray data is discussed. The method employs prior information about the gene coefficients to improve the classification accuracy of the underlying model. The coordinate descent algorithm with screening rules is given to obtain the gene coefficient estimates of the proposed method efficiently. The performance of the method is examined on five high-dimensional cancer classification datasets using the area under the curve, the number of selected genes, misclassification rate and F-score measures. The real data analysis results indicate that the proposed method achieves a good cancer classification performance with a small misclassification rate, large area under the curve and F-score by trading off some sparsity level of the underlying model. Hence, the proposed method can be seen as a reliable penalized logistic regression method in the scope of high-dimensional cancer classification.
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