Finding a small subset of most predictive genes from microarray for disease prediction is a challenging problem. Support vector machines (SVMs) have been found to be successful with a recursive procedure in selecting important genes for cancer prediction. However, it is not well understood how much of the success depends on the choice of the specific classifier and how much on the recursive procedure. We answer this question by examining multiple classifers [SVM, ridge regression (RR) and Rocchio] with feature selection in recursive and non-recursive settings on three DNA microarray datasets (ALL-AML Leukemia data, Breast Cancer data and GCM data).
