Abstract
This review "teaches" researchers how to make their lackluster proteomics data look really impressive, by applying an inappropriate but pervasive strategy that selects features in a biased manner. The strategy is demonstrated and used to build a classification model with an accuracy of 92% and AUC of 0.98, while relying completely on random numbers for the data set. This "lesson" in data processing is not to be practiced by anyone; on the contrary, it is meant to be a cautionary tale showing that very unreliable results are obtained when a biomarker panel is generated first, using all the available data, and then tested by cross-validation. Data scientists describe the error committed in this scenario as having test data leak into the feature selection step, and it is currently a common mistake in proteomics biomarker studies that rely on machine learning. After the demonstration, advice is provided about how machine learning methods can be applied to proteomics data sets without generating artificially inflated accuracies.