Improving the performance of SVM-RFE to select genes in microarray data

Background: Recursive Feature Elimination is a common and well-studied method for reducing the number of attributes used for further analysis or development of prediction models. The effectiveness of the RFE algorithm is generally considered excellent, but the primary obstacle in using it is the amount of computational power required. Results: Here we introduce a variant of RFE which employs ideas from simulated annealing. The goal of the algorithm is to improve the computational performance of recursive feature elimination by eliminating chunks of features at a time with as little effect on the quality of the reduced feature set as possible. The algorithm has been tested on several large gene expression data sets. The RFE algorithm is implemented using a Support Vector Machine to assist in identifying the least useful gene(s) to eliminate. Conclusion: The algorithm is simple and efficient and generates a set of attributes that is very similar to the set produced by RFE.