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Feature selection in omics prediction problems using cat scores and false nondiscovery rate control

11 Mar 2009arXiv:0903.2003archive 2025-07-28

Miika Ahdesmäki, Korbinian Strimmer

We revisit the problem of feature selection in linear discriminant analysis (LDA), that is, when features are correlated. First, we introduce a pooled centroids formulation of the multiclass LDA predictor function, in which the relative weights of Mahalanobis-transformed predictors are given by correlation-adjusted t-scores (cat scores). Second, for feature selection we propose thresholding cat scores by controlling false nondiscovery rates (FNDR). Third, training of the classifier is based on James--Stein shrinkage estimates of correlations and variances, where regularization parameters are chosen analytically without resampling. Overall, this results in an effective and computationally inexpensive framework for high-dimensional prediction with natural feature selection. The proposed shrinkage discriminant procedures are implemented in the R package ``sda'' available from the R repository CRAN.

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feature selection

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LDA

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