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Two main approaches have been used, which focus either on the amounts of variation or on covariance structures of multivariate features such as shape.
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Several novel genomic features, such as the density of the adjacent Alu pairs and the number of Alu-Exon- Alu triplets, were developed in order to extend the investigation via the multivariate statistical analysis toward more advanced biological insight.
Filter approach is further classified into two categories [20] as univariate (ranking) and multivariate (feature subset).
Most of the existing approaches perform data classification based on a distance measure in a multivariate feature space.
To handle the problem of small ratio of samples to features, in this paper, we have also utilized three well-known multivariate feature selection methods viz.
Multivariate feature selection and/or deep learning could potentially be used to help stress these interconnections and remove features which are redundant.
To investigate the performance of different combinations of the two feature extraction and multivariate feature selection methods, experiments are performed on a publicly available EEG data [4].
The method proposed here is related to these, except that we propose a multivariate feature selection method and consider parameter estimation using a multivariate shrinkage technique.
SlimPLS is a multivariate feature extraction method which incorporates feature dependencies into calculation.
LARS is a computationally efficient procedure for multivariate feature selection, closely related to Lasso regression [ 27].
Multivariate feature selection approaches could be considered as the closest approximation to the proposed problem.
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