Applying 1-norm SVM with squared loss to gene selection for cancer classification

Gene selection methods available have high computational complexity. This paper applies an 1-norm support vector machine with the squared loss (1-norm SVMSL) to implement fast gene selection for cancer classification. The 1-norm SVMSL, a variant of the 1-norm support vector machine (1-norm SVM) has been proposed. Basically, the 1-norm SVMSL can perform gene selection and classification at the same. However, to improve classification performance, we only use the 1-norm SVMSL as a gene selector, and adopt a subsequent classifier to classify the selected genes. We perform extensive experiments on four DNA microarray data sets. Experimental results indicate that the 1-norm SVMSL has a very fast gene selection speed compared with other methods. For example, the 1-norm SVMSL is almost an order of magnitude faster than the 1-norm SVM, and at least four orders of magnitude faster than SVM-RFE (recursive feature elimination), a state-of-the-art method.