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RGIFE: a ranked guided iterative feature elimination heuristic for the identification of biomarkers

Nicola Lazzarini; Jaume Bacardit

RGIFE is a feature reduction heuristic for the identification of small panels of highly predictive biomarkers. The heuristic is based on an iterative reduction paradigm: first train a classifier, then rank the attributes based on their importance and finally remove attributes in block. RGIFE is designed to work with large-scale datasets and identifies reduced set of attributes with high classification power.

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