Feature Selection in Medicine

In the seminal paper “Gene Selection for Cancer Classification using Support Vector Machines“, Guyon, Weston, Barnhill, and Vapnik (2002) use Recursive Feature Elimination to find the genes which are the most predictive of cancer. Recursive Feature Elimination repeatedly ranks the features and eliminates the worst feature until only a small subset of the original set of features remains. Although several feature ranking methods were explored, the main method was a soft margin SVM classifier with which the authors found 8 key colon cancer genes out of 7000.