An accelerated procedure for recursive feature ranking on microarray data

@article{Furlanello2003AnAP,
  title={An accelerated procedure for recursive feature ranking on microarray data},
  author={Cesare Furlanello and Maria Serafini and Stefano Merler and Giuseppe Jurman},
  journal={Neural networks : the official journal of the International Neural Network Society},
  year={2003},
  volume={16 5-6},
  pages={641-8}
}
We describe a new wrapper algorithm for fast feature ranking in classification problems. The Entropy-based Recursive Feature Elimination (E-RFE) method eliminates chunks of uninteresting features according to the entropy of the weights distribution of a SVM classifier. With specific regard to DNA microarray datasets, the method is designed to support computationally intensive model selection in classification problems in which the number of features is much larger than the number of samples. We… CONTINUE READING
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