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Biobjective gradient descent for feature selection on high dimension, low sample size data.

Tina Issa1, Eric Angel1, Farida Zehraoui1

  • 1Universite Paris-Saclay, Univ Evry, IBISC, Evry-Courcouronnes, France.

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Summary
This summary is machine-generated.

This study introduces a novel deep learning method integrating feature selection and network sparsification. The approach enhances model accuracy and sparsity, outperforming existing methods for high-dimensional, low-sample-size data challenges.

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Area of Science:

  • Machine Learning
  • Artificial Intelligence
  • Computational Biology

Background:

  • Deep learning models often overfit when applied to High Dimensions and Low Sample Size (HDLSS) data, common in rare disease diagnosis.
  • Traditional solutions like feature selection and network sparsification are typically addressed independently.
  • This limitation hinders the effective application of deep learning in critical areas like medical diagnostics.

Purpose of the Study:

  • To propose a novel approach that integrates feature selection and network sparsification within the deep neural network training process.
  • To develop a method that optimizes the trade-off between network sparsity and model accuracy for HDLSS data.
  • To enhance the performance of deep learning models in scenarios characterized by limited data and numerous features.

Main Methods:

  • A constrained biobjective gradient descent method was developed to simultaneously optimize for feature selection and network sparsity.
  • The approach integrates feature selection directly into the deep neural network's training, treating it as a sparsification problem.
  • The method generates a set of Pareto optimal neural networks, offering a spectrum of trade-offs between sparsity and accuracy.

Main Results:

  • The integrated approach significantly increased network sparsity (0.92) and feature selection scores (0.97) on an artificial dataset, while maintaining high accuracy (0.9).
  • Compared to other methods, the proposed approach achieved substantially higher feature selection and sparsity scores at equivalent accuracy levels.
  • Statistical validation confirmed the effectiveness of the constrained biobjective gradient descent method across both artificial and real-world datasets.

Conclusions:

  • Integrating feature selection via sparsification into deep neural network training is an effective strategy for HDLSS data.
  • The constrained biobjective gradient descent method successfully balances network sparsity and classification accuracy.
  • This unified approach offers a significant advancement over separate feature selection and sparsification techniques for challenging datasets.