Due to the advantage of achieving a better performance under weak regularization, elastic net has attracted wide attention in statistics, machine learning, bioinformatics, and other fields. In particular, a variation of the elastic net, adaptive elastic net (AEN), integrates the adaptive grouping effect. In this paper, we aim to develop a new algorithm: Adaptive Elastic Net with Conditional Mutual Information (AEN-CMI) that further improves AEN by incorporating conditional mutual information into the gene selection process. We apply this new algorithm to screen significant genes for two kinds of cancers: colon cancer and leukemia. Compared with other algorithms including Support Vector Machine, Classic Elastic Net, Adaptive Lasso and Adaptive Elastic Net, the proposed algorithm, AEN-CMI, obtains the best classification performance using the least number of genes.
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Wang, Y., Yang, X. G., & Lu, Y. (2019). Informative gene selection for microarray classification via adaptive elastic net with conditional mutual information. Applied Mathematical Modelling, 71, 286–297. https://doi.org/10.1016/j.apm.2019.01.044