Penalized Discriminant Methods for the Classification of Tumors from Gene Expression Data

Summary . Due to the advent of high‐throughput microarray technology, it has become possible to develop molecular classification systems for various types of cancer. In this article, we propose a methodology using regularized regression models for the classification of tumors in microarray experiments. The performances of principal components, partial least squares, and ridge regression models are studied; these regression procedures are adapted to the classification setting using the optimal scoring algorithm. We also develop a procedure for ranking genes based on the fitted regression models. The proposed methodologies are applied to two microarray studies in cancer.