Feature selection for high-dimensional temporal data

Feature selection is commonly employed for identifying collectively-predictive biomarkers and biosignatures; it facilitates the construction of small statistical models that are easier to verify, visualize, and comprehend while providing insight to the human expert. In this work we extend established constrained-based, feature-selection methods to high-dimensional "omics" temporal data, where the number of measurements is orders of magnitude larger than the sample size. The extension required the development of conditional independence tests for temporal and/or static variables conditioned on a set of temporal variables.

The algorithm is able to return multiple, equivalent solution subsets of variables, scale to tens of thousands of features, and outperform or be on par with existing methods depending on the analysis task specifics.

The use of this algorithm is suggested for variable selection with high-dimensional temporal data.