Clustering of variables combined with variable selection using random forests : application to gene expression data (Robin Genuer & Vanessa Kuentz-Simonet)

The main goal of this work is to tackle the problem of dimension reduction for highdimensional supervised classification. The motivation is to handle gene expression data. The proposed method works in 2 steps. First, one eliminates redundancy using clustering of variables, based on the R-package ClustOfVar. This first step is only based on the exploratory variables (genes). Second, the synthetic variables (summarizing the clusters obtained at the first step) are used to construct a classifier (e.g. logistic regression, LDA, random forests). We stress that the first step reduces the dimension and gives linear combinations of original variables (synthetic variables). This step can be considered as an alternative to PCA. A selection of predictors (synthetic variables) in the second step gives a set of relevant original variables (genes). Numerical performances of the proposed procedure are evaluated on gene expression datasets. We compare our methodology with LASSO and sparse PLS discriminant analysis on these datasets.