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ReliefF, the classifier-independent multivariate filter method, has worse performance than univariate filter methods in most cases; however, ReliefF-based wrapper methods show performance similar to their t-test-based counterparts.
On the other hand, efficient time multivariate filter method finds features which are relevant to the class and non-redundant among themselves.
The Relief method [ 6] is a multivariate filter method that has been applied to SNP data to rank SNPs.
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To overcome this limitation, this paper has investigated and compared three well-known multivariate filter methods to determine a minimal subset of relevant and non-redundant features.
For all the multivariate filter methods, the top 25 features were incrementally included one by one to develop the decision model of support vector classifier (SVC) using 10-fold cross-validation.
Multivariate filter methods model correlations and dependencies among the features; they are computationally somewhat slower and may be less scalable to high-dimensional data.
Thus, we have preferred most widely used multivariate filter feature selection methods namely Bhattacharya distance measure [39], ratio of scatter matrices [40], and LR [41] for selecting relevant and non-redundant features.
As an option, a multivariate filter was used to reduce the colinearity among features of the microarray dataset, prior to the application of the wrapper method.
On the other hand, a multivariate filter, such as CFS [ 15, 16], considers feature interactions and therefore does not evaluate features independently, which is sometimes referred to as space search methods [ 17].
In the next step, the TMPs were filtered by the consensus filter method described in Methods.
The subset was calculated using a multivariate filter called correlation feature selection (18).
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