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Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data.

ABSTRACT: BACKGROUND: Classification and variable selection play an important role in knowledge discovery in high-dimensional data. Although Support Vector Machine (SVM) algorithms are among the most powerful classification and prediction methods with a wide range of scientific applications, the SVM does not include automatic feature selection and therefore a number of feature selection procedures have been developed. Regularisation approaches extend SVM to a feature selection method in a flexible way using penalty functions like LASSO, SCAD and Elastic Net.We propose a novel penalty function for SVM classification tasks, Elastic SCAD, a combination of SCAD and ridge penalties which overcomes the limitations of each penalty alone.Since SVM models are extremely sensitive to the choice of tuning parameters, we adopted an interval search algorithm, which in comparison to a fixed grid search finds rapidly and more precisely a global optimal solution. RESULTS: Feature selection methods with combined penalties (Elastic Net and Elastic SCAD SVMs) are more robust to a change of the model complexity than methods using single penalties. Our simulation study showed that Elastic SCAD SVM outperformed LASSO (L1) and SCAD SVMs. Moreover, Elastic SCAD SVM provided sparser classifiers in terms of median number of features selected than Elastic Net SVM and often better predicted than Elastic Net in terms of misclassification error.Finally, we applied the penalization methods described above on four publicly available breast cancer data sets. Elastic SCAD SVM was the only method providing robust classifiers in sparse and non-sparse situations. CONCLUSIONS: The proposed Elastic SCAD SVM algorithm provides the advantages of the SCAD penalty and at the same time avoids sparsity limitations for non-sparse data. We were first to demonstrate that the integration of the interval search algorithm and penalized SVM classification techniques provides fast solutions on the optimization of tuning parameters.The penalized SVM classification algorithms as well as fixed grid and interval search for finding appropriate tuning parameters were implemented in our freely available R package 'penalizedSVM'.We conclude that the Elastic SCAD SVM is a flexible and robust tool for classification and feature selection tasks for high-dimensional data such as microarray data sets.

SUBMITTER: Becker N

PROVIDER: S-EPMC3113938 | biostudies-literature | 2011

REPOSITORIES: biostudies-literature

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Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data.

Becker Natalia N Toedt Grischa G Lichter Peter P Benner Axel A

BMC bioinformatics 20110509

<h4>Background</h4>Classification and variable selection play an important role in knowledge discovery in high-dimensional data. Although Support Vector Machine (SVM) algorithms are among the most powerful classification and prediction methods with a wide range of scientific applications, the SVM does not include automatic feature selection and therefore a number of feature selection procedures have been developed. Regularisation approaches extend SVM to a feature selection method in a flexible ...[more]

PMID: 21554689

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Project description:Endometriosis, an estrogen-dependent, progesterone-resistant, inflammatory disorder affects 10% of reproductive-age women. It is diagnosed and staged at surgery, resulting in an 11-year latency from symptom onset to diagnosis, underscoring the need for less invasive, less expensive approaches. Since the uterine lining (endometrium) in women with endometriosis has altered molecular profiles, we tested whether molecular classification of this tissue can distinguish and stage disease. We developed classifiers using genomic data from n=148 archived endometrial samples from women with endometriosis or without endometriosis (normal controls or with other common uterine/pelvic pathologies) across the menstrual cycle and evaluated their performance on independent sample sets. Classifiers were trained separately on samples in specific hormonal milieu, using margin tree classification, and accuracies were scored on independent validation samples. Classification of samples from women with endometriosis or no endometriosis involved two binary decisions each based on expression of specific genes. These first distinguished presence or absence of uterine/pelvic pathology and then no endometriosis from endometriosis, with the latter further classified according to severity (minimal/mild or moderate/severe). Best performing classifiers identified endometriosis with 90-100% accuracy, were cycle phase-specific or independent, and utilized relatively few genes to determine disease and severity. Differential gene expression and pathway analyses revealed immune activation, altered steroid and thyroid hormone signaling/metabolism and growth factor signaling in endometrium of women with endometriosis. Similar findings were observed with other disorders versus controls. Thus, classifier analysis of genomic data from endometrium can detect and stage pelvic endometriosis with high accuracy, dependent or independent of hormonal milieu. We propose that limited classifier candidate-genes are of high value in developing diagnostics and identifying therapeutic targets. Discovery of endometrial molecular differences in the presence of endometriosis and other uterine/pelvic pathologies raises the broader biological question of their impact on the steroid hormone response and normal functions of this tissue. We analyzed endometrial samples from n=148 women without or with endometriosis and/or other uterine/pelvic pathologies, using whole genome microarrays.

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Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data.

Publications

Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data.

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