Statistical Feature Selection : With Applications in Life Science

Sammanfattning: The sequencing of the human genome has changed life science research in many ways. Novel measurement technologies such as microarray expression analysis, genome-wide SNP typing and mass spectrometry are now producing experimental data of extremely high dimensions. While these techniques provide unprecedented opportunities for exploratory data analysis, the increase in dimensionality also introduces many difficulties. A key problem is to discover the most relevant variables, or features, among the tens of thousands of parallel measurements in a particular experiment. This is referred to as feature selection.For feature selection to be principled, one needs to decide exactly what it means for a feature to be ”relevant”. This thesis considers relevance from a statistical viewpoint, as a measure of statistical dependence on a given target variable. The target variable might be continuous, such as a patient’s blood glucose level, or categorical, such as ”smoker” vs. ”non-smoker”. Several forms of relevance are examined and related to each other to form a coherent theory. Each form of relevance then defines a different feature selection problem.The predictive features are those that allow an accurate predictive model, for example for disease diagnosis. I prove that finding redictive features is a tractable problem, in that consistent estimates can be computed in polynomial time. This is a substantial improvement upon current theory. However, I also demonstrate that selecting features to optimize prediction accuracy does not control feature error rates. This is a severe drawback in life science, where the selected features per se are important, for example as candidate drug targets. To address this problem, I propose a statistical method which to my knowledge is the first to achieve error control. Moreover, I show that in high dimensions, feature sets can be impossible to replicate in independent experiments even with controlled error rates. This finding may explain the lack of agreement among genome-wide association studies and molecular signatures of disease.The most predictive features may not always be the most relevant ones from a biological perspective, since the predictive power of a given feature may depend on measurement noise rather than biological properties. I therefore consider a wider definition of relevance that avoids this problem. The resulting feature selection problem is shown to be asymptotically intractable in the general case; however, I derive a set of simplifying assumptions which admit an intuitive, consistent polynomial-time algorithm. Moreover, I present a method that controls error rates also for this problem. This algorithm is evaluated on microarray data from case studies in diabetes and cancer.In some cases however, I find that these statistical relevance concepts are insufficient to prioritize among candidate features in a biologically reasonable manner. Therefore, effective feature selection for life science requires both a careful definition of relevance and a principled integration of existing biological knowledge.