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Chunk #21 — MATERIALS AND METHODS — Support vector machines

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Classification and selection of biomarkers in genomic data using LASSO.
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= 1, . . ., p), defined to be the sample labels, gene expression values and their negative values for the kth gene across the n samples. The label is the vector y0, defined to be −1 for the first entry and 1 for the other entries. The proof of the equivalence is given in the “appendix.” We have created a macro in R (R foundation) that implements the proposed method and can be obtained from the first author.