Improved variance estimation of classification performance via reduction of bias caused by small sample size

BMC Bioinformatics
Ulrika Wickenberg-BolinAnders Isaksson

Abstract

Supervised learning for classification of cancer employs a set of design examples to learn how to discriminate between tumors. In practice it is crucial to confirm that the classifier is robust with good generalization performance to new examples, or at least that it performs better than random guessing. A suggested alternative is to obtain a confidence interval of the error rate using repeated design and test sets selected from available examples. However, it is known that even in the ideal situation of repeated designs and tests with completely novel samples in each cycle, a small test set size leads to a large bias in the estimate of the true variance between design sets. Therefore different methods for small sample performance estimation such as a recently proposed procedure called Repeated Random Sampling (RSS) is also expected to result in heavily biased estimates, which in turn translates into biased confidence intervals. Here we explore such biases and develop a refined algorithm called Repeated Independent Design and Test (RIDT). Our simulations reveal that repeated designs and tests based on resampling in a fixed bag of samples yield a biased variance estimate. We also demonstrate that it is possible to obtain an impr...Continue Reading

References

Jun 9, 1999·Proceedings of the National Academy of Sciences of the United States of America·U AlonA J Levine
Mar 22, 2003·Current Opinion in Cell Biology·Marco CiroKristian Helin
Jun 14, 2003·Journal of Computational Biology : a Journal of Computational Molecular Cell Biology·Sayan MukherjeeJill P Mesirov
May 8, 2004·Bioinformatics·Ziv Bar-Joseph
May 6, 2006·Tumour Biology : the Journal of the International Society for Oncodevelopmental Biology and Medicine·Mårten FryknäsAnders Isaksson

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Citations

May 28, 2010·BMC Bioinformatics·Martin EklundJarl E S Wikberg
May 31, 2016·Brazilian Journal of Medical and Biological Research = Revista Brasileira De Pesquisas Médicas E Biológicas·Y XuP Xie
Feb 1, 2009·Proteomics. Clinical Applications·Blanca LumbrerasIldefonso Hernández-Aguado
Jan 1, 2008·Cancer Informatics·A-L BoulesteixM Daumer

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Datasets Mentioned

BETA
R87126
X57351

Software Mentioned

Matlab
MathType

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