Stable feature selection for biomarker discovery

Zengyou He, Weichuan Yu

Abstract: Feature selection techniques have been used as the workhorse in biomarker discovery applications for a long time. Surprisingly, the stability of feature selection with respect to sampling variations has long been under-considered. It is only until recently that this issue has received more and more attention. In this article, we review existing stable feature selection methods for biomarker discovery using a generic hierarchical framework. We have two objectives: (1) providing an overview on this new yet fast growing topic for a convenient reference; (2) categorizing existing methods under an expandable framework for future research and development.