RT info:eu-repo/semantics/article T1 On feature selection protocols for very low-sample-size data A1 Kuncheva, Ludmila I. . A1 Rodríguez Diez, Juan José K1 Feature selection K1 Wide datasets K1 Experimental protoco K1 Training/testing K1 Cross-validation K1 Computer science K1 Informática AB High-dimensional data with very few instances are typical in many application domains. Selecting a highly discriminative subset of the original features is often the main interest of the end user. The widely-used feature selection protocol for such type of data consists of two steps. First, features are selected from the data (possibly through cross-validation), and, second, a cross-validation protocol is applied to test a classifier using the selected features. The selected feature set and the testing accuracy are then returned to the user. For the lack of a better option, the same low-sample-size dataset is used in both steps. Questioning the validity of this protocol, we carried out an experiment using 24 high-dimensional datasets, three feature selection methods and five classifier models. We found that the accuracy returned by the above protocol is heavily biased, and therefore propose an alternative protocol which avoids the contamination by including both steps in a single cross-validation loop. Statistical tests verify that the classification accuracy returned by the proper protocol is significantly closer to the true accuracy (estimated from an independent testing set) compared to that returned by the currently favoured protocol. PB Elsevier SN 0031-3203 YR 2018 FD 2018-09 LK http://hdl.handle.net/10259/4814 UL http://hdl.handle.net/10259/4814 LA eng NO project RPG-2015-188 funded by The Leverhulme Trust, UK and by project TIN2015-67534-P (MINECO/FEDER, UE) funded by the Ministerio de Economía y Competitividad of the Spanish Government and European Union FEDER funds DS Repositorio Institucional de la Universidad de Burgos RD 29-mar-2024