LogSum + L2 penalized logistic regression model for biomarker selection and cancer classification.

Biomarker selection and cancer classification play an important role in knowledge discovery using genomic data. Successful identification of gene biomarkers and biological pathways can significantly improve the accuracy of diagnosis and help machine learning models have better performance on classification of different types of cancer. In this paper, we proposed a LogSum + L2 penalized logistic regression model, and furthermore used a coordinate decent algorithm to solve it. The results of simulations and real experiments indicate that the proposed method is highly competitive among several state-of-the-art methods. Our proposed model achieves the excellent performance in group feature selection and classification problems.