Professional Documents
Culture Documents
Francesco Masulli
Stefano Rovetta
A different perspective
Although old, the input selection problem is being actively studied now From optimization Classic approach: improve training speed / generalization ability / computational resources requirements... ...to model analysis Mainstream approach as of today: find the subset of inputs which account the most for the observed phenomenon A tool for scientific inquiry, not for system design
Gene selection
Bioinformatics is where input selection is a current (hot) topic DNA microarrays provide bulks of simultaeous data e.g., gene expression We have to find out which genes are the most relevant to a given pathology (Good candidates to be the true cause) We are interested in a specific approach: assessing the relative importance of each input variable (gene)
Problem statement
We address: Classification problems with 2 classes only to simplify the analysis (can be extended to multiclass) seeking a saliency ranking - on a d-dimensional vector space: x d
Saliency
Many definitions Intuitively: some attribute of an input variable which measures its influence on the solution of a given (classification) problem The derivative of the output w.r.t. each input variable is a natural measure of influence
then derivatives w.r.t. inputs are constant and given directly by the coefficient vector w SVMs can provide the optimum linear separators w.r.t. a given generalization bound 2-norm soft margin optimization: bound on generalization error based on (soft) margin such linear separators are robust in terms of sample variations (they depend on support vectors only)
Local analysis
The linear separator is applied on a local basis Nonlinear g(x) can be studied by local linearization
Voronoi partitioning
A Voronoi tessellation is performed on the training set Linear analysis is applied within each Voronoi polyhedron (a localized subset of training samples) We obtain a saliency ranking directly by t = w/max{wi} (signs can be discarded and analyzed separately)
Drawbacks
Several: mainly border effects and small sample size within Voronoi polyhedra
Solution: resampling
The Voronoi tessellation is performed several times Random Voronoi tessellations are used each time
An ensemble method
The procedure can be seen as an ensemble of localized linear classifiers The necessary classifier diversity is provided by random Voronoi tessellations
Integrating by clustering
For each Voronoi polyhedron of each resampling step, we obtain a pair of d-dimensional vectors (or a 2ddimensional combined vector) v i = ( ti , yi ) where: ti the saliency ranking yi the Voronoi centroid (site) To integrate the local analyses we perform a c-means type clustering on vectors vi
Results
Leukemia data set by Golub et al.