Nearest centroid classifiers have recently been successfully employed in high-dimensional applications. A necessary step when building a classifier for high-dimensional data is feature selection. Feature selection is typically carried out by computing univariate statistics for each feature individually, without consideration for how a subset of features performs as a whole. For subsets of a given size, we characterize the optimal choice of features, corresponding to those yielding the smallest misclassification rate. Furthermore, we propose an algorithm for estimating this optimal subset in practice. Finally, we investigate the applicability of shrinkage ideas to nearest centroid classifiers. We use gene-expression microarrays for our illustrative examples, demonstrating that our proposed algorithms can improve the performance of a nearest centroid classifier.


Bioinformatics | Computational Biology | Microarrays | Statistical Methodology | Statistical Theory