Bmc Bioinformatics
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Cross-validation (CV) is an effective method for estimating the prediction error of a classifier. Some recent articles have proposed methods for optimizing classifiers by choosing classifier parameter values that minimize the CV error estimate. We have evaluated the validity of using the CV error estimate of the optimized classifier as an estimate of the true error expected on independent data. ⋯ We show that using CV to compute an error estimate for a classifier that has itself been tuned using CV gives a significantly biased estimate of the true error. Proper use of CV for estimating true error of a classifier developed using a well defined algorithm requires that all steps of the algorithm, including classifier parameter tuning, be repeated in each CV loop. A nested CV procedure provides an almost unbiased estimate of the true error.
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Various statistical and machine learning methods have been successfully applied to the classification of DNA microarray data. Simple instance-based classifiers such as nearest neighbor (NN) approaches perform remarkably well in comparison to more complex models, and are currently experiencing a renaissance in the analysis of data sets from biology and biotechnology. While binary classification of microarray data has been extensively investigated, studies involving multiclass data are rare. The question remains open whether there exists a significant difference in performance between NN approaches and more complex multiclass methods. Comparative studies in this field commonly assess different models based on their classification accuracy only; however, this approach lacks the rigor needed to draw reliable conclusions and is inadequate for testing the null hypothesis of equal performance. Comparing novel classification models to existing approaches requires focusing on the significance of differences in performance. ⋯ Given its highly intuitive underlying principles--simplicity, ease-of-use, and robustness--the k-NN classifier complemented by a suitable distance-weighting regime constitutes an excellent alternative to more complex models for multiclass microarray data sets. Instance-based classifiers using weighted distances are not limited to microarray data sets, but are likely to perform competitively in classifications of high-dimensional biological data sets such as those generated by high-throughput mass spectrometry.