In order to more accurately predict an individual's health status, in clinical applications it is often important to perform analysis of high-dimensional gene expression data that varies with time. A major challenge in predicting from such temporal microarray data is that the number of biomarkers used as features is typically much larger than the number of labeled subjects. One way to address this challenge is to perform feature selection as a preprocessing step and then apply a classification method on selected features. However, traditional feature selection methods cannot handle multivariate temporal data without applying techniques that flatten temporal data into a single matrix in advance. In this study, a feature selection filter that can directly select informative features from temporal gene expression data is proposed. In our approach, we measure the distance between multivariate temporal data from two subjects. Based on this distance, we define the objective function of temporal margin based feature selection to maximize each subject's temporal margin in its own relevant subspace. The experimental results on synthetic and two real flu data sets provide evidence that our method outperforms the alternatives, which flatten the temporal data in advance.
Principal component tests: applied to temporal gene expression data