Objectives A critical problem in radiomic studies is the high dimensionality of the datasets, which stems from small sample sizes and many generic features extracted from the volume of interest. Therefore, feature selection methods are used, which aim to remove redundant as well as irrelevant features. Because there are many feature selection algorithms, it is key to understand their performance in the context of radiomics. Materials and Methods A total of 29 feature selection algorithms and 10 classifiers were evaluated on 10 publicly available radiomic datasets. Feature selection methods were compared for training times, for the stability of the selected features, and for ranking, which measures the pairwise similarity of the methods. In addition, the predictive performance of the algorithms was measured by utilizing the area under the receiver operating characteristic curve of the best-performing classifier. Results Feature selections differed largely in training times as well as stability and similarity. No single method was able to outperform another one consistently in predictive performance. Conclusion Our results indicated that simpler methods are more stable than complex ones and do not perform worse in terms of area under the receiver operating characteristic curve. Analysis of variance, least absolute shrinkage and selection operator, and minimum redundancy, maximum relevance ensemble appear to be good choices for radiomic studies in terms of predictive performance, as they outperformed most other feature selection methods.
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