We found recursive RR most effective. On the AML-ALL dataset, it achieved zero error rate on the test set using only three genes (selected from over 7000), which is more encouraging than the best published result (zero error rate using 8 genes by recursive SVM). On the Breast Cancer dataset and the two largest categories of the GCM dataset, the results achieved by recursive RR are also very encouraging. A further analysis of the experimental results shows that different classifiers penalize redundant features to different extent and this property plays an important role in the recursive feature selection process. RR classifier tends to penalize redundant features to a much larger extent than the SVM does. This may be the reason why recursive RR has a better performance in selecting genes.
