Search

Motivation: In small-sample settings, bolstered error estimation has been shown to perform better than cross-validation and competitively with bootstrap with regard to various criteria. The key issue for bolstering performance is the variance setting for the bolstering kernel. Heretofore, this variance has been determined in a non-parametric manner from the data. Although bolstering based on this variance setting works well for small feature sets, results can deteriorate for high-dimensional feature spaces. Results: This article computes an optimal kernel variance depending on the classification rule, sample size, model and feature space, both the original number and the number remaining after feature selection. A key point is that the optimal variance is robust relative to the model. This allows us to develop a method for selecting a suitable variance to use in real-world applications where the model is not known, but the other factors in determining the optimal kernel are known. Availability: Companion website at http://compbio.tgen.org/paper_supp/high_dim_bolstering Contact: edward@mail.ece.tamu.edu

Motivation: Ranking feature sets is a key issue for classification, for instance, phenotype classification based on gene expression. Since ranking is often based on error estimation, and error estimators suffer to differing degrees of imprecision in small-sample settings, it is important to choose a computationally feasible error estimator that yields good feature-set ranking. Results: This paper examines the feature-ranking performance of several kinds of error estimators: resubstitution, cross-validation, bootstrap and bolstered error estimation. It does so for three classification rules: linear discriminant analysis, three-nearest-neighbor classification and classification trees. Two measures of performance are considered. One counts the number of the truly best feature sets appearing among the best feature sets discovered by the error estimator and the other computes the mean absolute error between the top ranks of the truly best feature sets and their ranks as given by the error estimator. Our results indicate that bolstering is superior to bootstrap, and bootstrap is better than cross-validation, for discovering top-performing feature sets for classification when using small samples. A key issue is that bolstered error estimation is tens of times faster than bootstrap, and faster than cross-validation, and is therefore feasible for feature-set ranking when the number of feature sets is extremely large. Availability: We provide a companion website, which contains the complete set of tables and plots regarding the simulation study, and a compilation of references on feature-set ranking with applications in Genomics. The companion website can be accessed at the URL http://ee.tamu.edu/~edward/bolster_ranking Contact: edward@ee.tamu.edu

Motivation: Microarray classification typically possesses two striking attributes: (1) classifier design and error estimation are based on remarkably small samples and (2) cross-validation error estimation is employed in the majority of the papers. Thus, it is necessary to have a quantifiable understanding of the behavior of cross-validation in the context of very small samples. Results: An extensive simulation study has been performed comparing cross-validation, resubstitution and bootstrap estimation for three popular classification rules—linear discriminant analysis, 3-nearest-neighbor and decision trees (CART)—using both synthetic and real breast-cancer patient data. Comparison is via the distribution of differences between the estimated and true errors. Various statistics for the deviation distribution have been computed: mean (for estimator bias), variance (for estimator precision), root-mean square error (for composition of bias and variance) and quartile ranges, including outlier behavior. In general, while cross-validation error estimation is much less biased than resubstitution, it displays excessive variance, which makes individual estimates unreliable for small samples. Bootstrap methods provide improved performance relative to variance, but at a high computational cost and often with increased bias (albeit, much less than with resubstitution). Availability and Supplementary information: A companion web site can be accessed at the URL http://ee.tamu.edu/~edward/cv_paper. The companion web site contains: (1) the complete set of tables and plots regarding the simulation study; (2) additional figures; (3) a compilation of references for microarray classification studies and (4) the source code used, with full documentation and examples.

Motivation: Ranking gene feature sets is a key issue for both phenotype classification, for instance, tumor classification in a DNA microarray experiment, and prediction in the context of genetic regulatory networks. Two broad methods are available to estimate the error (misclassification rate) of a classifier. Resubstitution fits a single classifier to the data, and applies this classifier in turn to each data observation. Cross-validation (in leave-one-out form) removes each observation in turn, constructs the classifier, and then computes whether this leave-one-out classifier correctly classifies the deleted observation. Resubstitution typically underestimates classifier error, severely so in many cases. Cross-validation has the advantage of producing an effectively unbiased error estimate, but the estimate is highly variable. In many applications it is not the misclassification rate per se that is of interest, but rather the construction of gene sets that have the potential to classify or predict. Hence, one needs to rank feature sets based on their performance. Results: A model-based approach is used to compare the ranking performances of resubstitution and cross-validation for classification based on real-valued feature sets and for prediction in the context of probabilistic Boolean networks (PBNs). For classification, a Gaussian model is considered, along with classification via linear discriminant analysis and the 3-nearest-neighbor classification rule. Prediction is examined in the steady-distribution of a PBN. Three metrics are proposed to compare feature-set ranking based on error estimation with ranking based on the true error, which is known owing to the model-based approach. In all cases, resubstitution is competitive with cross-validation relative to ranking accuracy. This is in addition to the enormous savings in computation time afforded by resubstitution.