Sélection de variables pour la classification binaire en grande dimension : comparaisons et application aux données de biopuces

Ghattas, Badih; Ben Ishak, Anis

Journal de la Société française de statistique & Revue de statistique appliquée, Tome 149 (2008) no. 3, pp. 43-66.

Dans cet article nous nous proposons de comparer trois méthodes récentes de sélection de variables dans le cadre de la classification binaire. Le contexte auquel nous nous intéressons ici est celui où le nombre de variables est très grand et beaucoup plus important que le nombre d’observations, comme c’est le cas pour les données issues des biopuces. Les approches comparées sont de type SVM, GLM sous contraintes de type $L_1$ et Forêts Aléatoires.

In this paper we compare three methods for selecting important features in binary classification. We focus on the case where the sample size is smaller than the number of variables. The three approaches used are based on Support Vector Machines, $L_1$ constrained Generalized Linear Models and Random Forests.

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