WERFE: A Gene Selection Algorithm Based on Recursive Feature Elimination and Ensemble Strategy

Gene selection algorithm in micro-array data classification problem finds a small set of genes which are most informative and distinctive. A well-performed gene selection algorithm should pick a set of genes that achieve high performance and the size of this gene set should be as small as possible. Many of the existing gene selection algorithms suffer from either low performance or large size. In this study, we propose a wrapper gene selection approach, named WERFE, within a recursive feature elimination (RFE) framework to make the classification more efficient. This WERFE employs an ensemble strategy, takes advantages of a variety of gene selection methods and assembles the top selected genes in each approach as the final gene subset. By integrating multiple gene selection algorithms, the optimal gene subset is determined through prioritizing the more important genes selected by each gene selection method and a more discriminative and compact gene subset can be selected. Experimental results show that the proposed method can achieve state-of-the-art performance.