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Feature selection from gene expression microarray data is a widely used technique for selecting candidate genes in various cancer studies. Besides predictive ability of the selected genes, an important aspect in evaluating a selection method is the stability of the selected genes. Experts instinctively have high confidence in the result of a selection method that selects similar sets of genes under...
Besides high accuracy, stability of feature selection has recently attracted strong interest in knowledge discovery from high-dimensional data. In this study, we present a theoretical framework about the relationship between the stability and accuracy of feature selection based on a formal bias-variance decomposition of feature selection error. The framework also suggests a variance reduction approach...
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