FSR: feature set reduction for scalable and accurate multi-class cancer subtype classification based on copy number

Feature selection is a key concept in machine learning for microarray datasets, where features represented by probesets are typically several orders of magnitude larger than the available sample size. Computational tractability is a key challenge for feature selection algorithms in handling very high-dimensional datasets beyond a hundred thousand features, such as in datasets produced on single nucleotide polymorphism microarrays. In this article, we present a novel feature set reduction approach that enables scalable feature selection on datasets with hundreds of thousands of features and beyond. Our approach enables more efficient handling of higher resolution datasets to achieve better disease subtype classification of samples for potentially more accurate diagnosis and prognosis, which allows clinicians to make more informed decisions in regards to patient treatment options.