ExhauFS: exhaustive search-based feature selection for classification and survival regression

Motivation Feature selection is one of the main techniques used to prevent overfitting in machine learning applications. The most straightforward approach for feature selection is exhaustive search: one can go over all possible feature combinations and pick up the model with the highest accuracy. This method together with its optimizations were actively used in biomedical research, however, publicly available implementation is missing. Results We present ExhauFS – the user-friendly command-line implementation of the exhaustive search approach for classification and survival regression. Aside from tool description, we included three application examples in the manuscript to comprehensively review the implemented functionality. First, we executed ExhauFS on a toy cervical cancer dataset to illustrate basic concepts. Then, a multi-cohort microarray and RNA-seq breast cancer datasets were used to construct gene signatures for 5-year recurrence classification. Finally, Cox survival regression models were used to fit isomiR signatures for overall survival prediction for patients with colorectal cancer. Availability Source codes and documentation of ExhauFS are available on GitHub: https://github.com/s-a-nersisyan/ExhauFS . Contact [email protected]