Abstract
A novel multi-classification method, which integrates the elastic net and probabilistic support vector machine, was proposed to solve this problem in cancer detection with gene expression profile data of platelets, whose problems mainly are a kind of multi-class classification problem with high dimension, small samples, and collinear data. The strategy of one-against-all (OVA) was employed to decompose the multi-classification problem into a series of binary classification problems. The elastic net was used to select class-specific features for the binary classification problems, and the probabilistic support vector machine was used to make the outputs of the binary classifiers with class-specific features comparable. Simulation data and gene expression profile data were intended to verify the effectiveness of the proposed method. Results indicate that the proposed method can automatically select class-specific features and obtain better performance of classification than that of the conventional multi-class classification methods, which are mainly based on global feature selection methods. This study indicates the proposed method is suitable for general multi-classification problems featured with high-dimension, small samples, and collinear data.