Predictor correlation impacts machine learning algorithms: implications for genomic studies

The advent of high-throughput genomics has produced studies with large numbers of predictors (e.g. genome-wide association, microarray studies). Machine learning algorithms (MLAs) are a computationally efficient way to identify phenotype-associated variables in high-dimensional data. There are important results from mathematical theory and numerous practical results documenting their value. One attractive feature of MLAs is that many operate in a fully multivariate environment, allowing for small-importance variables to be included when they act cooperatively. However, certain properties of MLAs under conditions common in genomic-related data have not been well-studied--in particular, correlations among predictors pose a problem.