Two-Step Cross-Entropy Feature Selection for Microarrays—Power Through Complementarity

Current feature selection methods for supervised classification of tissue samples from microarray data generally fail to exploit complementary discriminatory power that can be found in sets of features. Using a feature selection method with the computational architecture of the cross-entropy method, including an additional preliminary step ensuring a lower bound on the number of times any feature is considered, we show when testing on a human lymph node data set that there are a significant number of genes that perform well when their complementary power is assessed, but "pass under the radar” of popular feature selection methods that only assess genes individually on a given classification tool. We also show that this phenomenon becomes more apparent as diagnostic specificity of the tissue samples analysed increases.