Dans cet article nous nous proposons de comparer trois méthodes récentes de sélection de variables dans le cadre de la classification binaire. Le contexte auquel nous nous intéressons ici est celui où le nombre de variables est très grand et beaucoup plus important que le nombre d’observations, comme c’est le cas pour les données issues des biopuces. Les approches comparées sont de type SVM, GLM sous contraintes de type et Forêts Aléatoires.
In this paper we compare three methods for selecting important features in binary classification. We focus on the case where the sample size is smaller than the number of variables. The three approaches used are based on Support Vector Machines, constrained Generalized Linear Models and Random Forests.
Mots-clés : bootstrap, cross validation, feature selection, forward selection, GLMpath, microarray data, random forests, ranking rules, support vector machines, SVM-based criteria
@article{JSFS_2008__149_3_43_0, author = {Ghattas, Badih and Ben Ishak, Anis}, title = {S\'election de variables pour la classification binaire en grande dimension : comparaisons et application aux donn\'ees de biopuces}, journal = {Journal de la Soci\'et\'e fran\c{c}aise de statistique & Revue de statistique appliqu\'ee}, pages = {43--66}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {149}, number = {3}, year = {2008}, language = {fr}, url = {http://www.numdam.org/item/JSFS_2008__149_3_43_0/} }
TY - JOUR AU - Ghattas, Badih AU - Ben Ishak, Anis TI - Sélection de variables pour la classification binaire en grande dimension : comparaisons et application aux données de biopuces JO - Journal de la Société française de statistique & Revue de statistique appliquée PY - 2008 SP - 43 EP - 66 VL - 149 IS - 3 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2008__149_3_43_0/ LA - fr ID - JSFS_2008__149_3_43_0 ER -
%0 Journal Article %A Ghattas, Badih %A Ben Ishak, Anis %T Sélection de variables pour la classification binaire en grande dimension : comparaisons et application aux données de biopuces %J Journal de la Société française de statistique & Revue de statistique appliquée %D 2008 %P 43-66 %V 149 %N 3 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2008__149_3_43_0/ %G fr %F JSFS_2008__149_3_43_0
Ghattas, Badih; Ben Ishak, Anis. Sélection de variables pour la classification binaire en grande dimension : comparaisons et application aux données de biopuces. Journal de la Société française de statistique & Revue de statistique appliquée, Tome 149 (2008) no. 3, pp. 43-66. http://www.numdam.org/item/JSFS_2008__149_3_43_0/
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