RIFS: a randomly restarted incremental feature selection algorithm.

The advent of big data era has imposed both running time and learning efficiency challenges for the machine learning researchers. Biomedical OMIC research is one of these big data areas and has changed the biomedical research drastically. But the high cost of data production and difficulty in participant recruitment introduce the paradigm of "large p small n" into the biomedical research. Feature selection is usually employed to reduce the high number of biomedical features, so that a stable data-independent classification or regression model may be achieved. This study randomly changes the first element of the widely-used incremental feature selection (IFS) strategy and selects the best feature subset that may be ranked low by the statistical association evaluation algorithms, e.g. t-test. The hypothesis is that two low-ranked features may be orchestrated to achieve a good classification performance. The proposed Randomly re-started Incremental Feature Selection (RIFS) algorithm demonstrates both higher classification accuracy and smaller feature number than the existing algorithms. RIFS also outperforms the existing methylomic diagnosis model for the prostate malignancy with a larger accuracy and a lower number of transcriptomic features.