Abstract
Gene selection plays a crucial role in the analysis of microarray data with high dimensionality and small sample size. Incremental wrapper based feature subset selection (FSS) methods, among various feature selection approaches, tend to obtain high quality feature subset and better classification accuracy than filter methods, while it is much more time consuming since the interdependence and redundancy between features is evaluated in a wrapper way. In this paper, we explore to introduce Markov Blanket (MB) into incremental wrapper based FSS process. Rather than evaluate the quality of all the features ranked by a filter method, our proposal eliminates features that are redundant to the newly selected one via MB during the wrapper evaluation process to reduce the number of wrappers, enabling us to select the relevant features and eliminate redundant ones efficiently. To verify the effectiveness and efficiency of the proposed approach, experimental comparisons on six publicly available microarray data are conducted with two typical classifiers with different metrics, Naïve Bayes and 1-Nearest-Neighbor. Experimental results demonstrate that our approach greatly speeds up the feature selection process, obtains more compact feature subset and achieves better classification accuracy compared to that without MB for both two-category and multi-category problems.