Classification with reject option in gene expression data

The classification methods typically used in bioinformatics classify all examples, even if the classification is ambiguous, for instance, when the example is close to the separating hyperplane in linear classification. For medical applications, it may be better to classify an example only when there is a sufficiently high degree of accuracy, rather than classify all examples with decent accuracy. Moreover, when all examples are classified, the classification rule has no control over the accuracy of the classifier; the algorithm just aims to produce a classifier with the smallest error rate possible. In our approach, we fix the accuracy of the classifier and thereby choose a desired risk of error.