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Column 2: Type of the method regarding preliminary variable selection.
Column 3: Number of selected genes p* (if preliminary variable selection is performed).
Some of these 10 classification algorithms are combined with preliminary variable selection or/and used with different plausible tuning parameter values successively.
The problems resulting from incomplete CV have been extensively studied in the literature with regard to preliminary variable selection for classification based on high-dimensional microarray data [ 1, 3– 5].
Apart from preliminary variable selection, some of the considered classification methods involve tuning parameters, for instance the shrinkage parameter of the PAM method, the penalty in L2 penalized regression, and the cost parameter in linear SVM.
One of the two sources of bias investigated in this paper is the optimal selection of tuning parameters including as a special case the number of selected genes and the gene selection method - if preliminary variable selection is performed.
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