Topological embedding and directional feature importance in ensemble classifiers for multi-class classification.

Cancer is the second leading cause of disease-related death worldwide, and machine learning-based identification of novel biomarkers is crucial for improving early detection and treatment of various cancers. A key challenge in applying machine learning to high-dimensional data is deriving important features in an interpretable manner to provide meaningful insights into the underlying biological mechanisms We developed a class-based directional feature importance (CLIFI) metric for decision tree methods and demonstrated its use for The Cancer Genome Atlas proteomics data. The CLIFI metric was incorporated into four algorithms, Random Forest (RF), LAtent VAriable Stochastic Ensemble of Trees (LAVASET), and Gradient Boosted Decision Trees (GBDTs), and a new extension incorporating the LAVA step into GBDTs (LAVABOOST).