Primal-Dual for Classification with Rejection (PD-CR): A Novel Method for Classification and Feature Selection. An Application in Metabolomics Studies.
Abstract:Background: Supervised classification methods have been used for many years for feature selection in metabolomics and other omics studies. We developed a novel primal-dual based classification method (PD-CR) that can perform classification with rejection and feature selection on high dimensional datasets. PD-CR projects data onto a low dimension space and performs classification by minimizing an appropriate quadratic cost. It simultaneously optimizes the selected features and the prediction accuracy with a new… Show more
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