BCBCSF:Bias-Corrected Bayesian Classification with Selected Features
Fully Bayesian Classification with a subset of high-dimensional features, such as expression levels of genes.
The data are modeled with a hierarchical Bayesian models using
heavy-tailed t distributions as priors. When a large number of
features are available, one may like to select only a subset of
features to use, typically those features strongly correlated
with the response in training cases. Such a feature selection
procedure is however invalid since the relationship between the
response and the features has be exaggerated by feature
selection. This package provides a way to avoid this bias and
yield better-calibrated predictions for future cases when one
uses F-statistic to select features.
