Feature selection is frequently used as a preprocessing step to machine learning. The removal of irrelevant and redundant information often improves the performance of learning algorithms. This paper is a comparative study of feature selection in drug discovery. The focus is on aggressive dimensionality reduction. Five methods were evaluated, including information gain, mutual information, a 2 -test, odds ratio, and GSS coefficient. Two well-known classification algorithms, Naïve Bayesian and

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... pport Vector Machine (SVM), were used to classify the chemical compounds. The results showed that Naïve Bayesian benefited significantly from the feature selection, while SVM performed better when all features were used. In this experiment, information gain and 2 -test were most effective feature selection methods. Using information gain with a Naïve Bayesian classifier, removal of up to 96% of the features yielded an improved classification accuracy measured by sensitivity. When information gain was used to select the features, SVM was much less sensitive to the reduction of feature space. The feature set size was reduced by 99%, while losing only a few percent in terms of sensitivity (from 58.7% to 52.5%) and specificity (from 98.4% to 97.2%). In contrast to information gain and 2 -test, mutual information had relatively poor performance due to its bias toward favoring rare features and its sensitivity to probability estimation errors.