Microarray gene expression data provide a prospective way to diagnose disease and classify cancer. However, in bioinformatics, the gene selection problem, i.e., how to select the most informative genes from thousands of genes, remains challenging. This problem is a specific feature selection problem with high-dimensional features and small sample sizes. In this paper, a two-stage method combining a filter feature selection method and a wrapper feature selection method is proposed to solve the gene selection problem. In contrast to common methods, the proposed method models the gene selection problem as a multiobjective optimization problem. Both stages employ the same multiobjective differential evolution (MODE) as the search strategy but incorporate different objective functions. The three objective functions of the filter method are mainly based on mutual information. The two objective functions of the wrapper method are the number of selected features and the classification error of a naive Bayes (NB) classifier. Finally, the performance of the proposed method is tested and analyzed on six benchmark gene expression datasets. The experimental results verified that this paper provides a novel and effective way to solve the gene selection problem by applying a multiobjective optimization algorithm.
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