Entropy-based gene ranking without selection bias for the predictive classification of microarray data

We describe the E-RFE method for gene ranking, which is useful for the identificatin of markers in the predictive classification of array data. The method supports a practical modeling scheme designed to avoid the construction of classification rules based on the selection of too small gene subsets (an effect known as the selection bas, in which the estimated predictive errors are too optimistic due to testing on samples already considered in the feature selection process). With E-RFE, we speed up the recursive feature elimination (RFE) with SVM classifiers by eliminating chunks of uninteresting genes using to an entropy measure of the SVM weights distribution. An optimal subset of genes is selected according to a two-strata model evaluation procedure: modeling is replicated by an external stratified-partitition resampling scheme, and, within each run, an internal K-fold cross-validation is used for E-RFE ranking. Also, the optimal number of genes can be estimated according to the saturation of Zipf's law profiles. Without a decrease of classification accuracy, E-RFE allows a speed-up factor of 100 with respect to standard RFE, while improving on alternative parametric RFE reduction strategies. Thus, a process for gene selection and error estimation is made practical, ensuring control of the selection bias, and providing additional diagnostic indicators of gene importance