Weighted K-means support vector machine for cancer prediction

To date, the support vector machine (SVM) has been widely applied to diverse biomedical fields to address disease subtype identification and pathogenicity of genetic variants. In this paper, I propose the weighted K-means support vector machine (wKM-SVM) and weighted support vector machine (wSVM), for which I allow the SVM to impose weights to the loss term. Besides, I demonstrate the numerical relations between the objective function of the SVM and weights. Motivated by general ensemble techniques, which are known to improve accuracy, I directly adopt the boosting algorithm to the newly proposed weighted KM-SVM (and wSVM). For predictive performance, a range of simulation studies demonstrate that the weighted KM-SVM (and wSVM) with boosting outperforms the standard KM-SVM (and SVM) including but not limited to many popular classification rules. I applied the proposed methods to simulated data and two large-scale real applications in the TCGA pan-cancer methylation data of breast and kidney cancer. In conclusion, the weighted KM-SVM (and wSVM) increases accuracy of the classification model, and will facilitate disease diagnosis and clinical treatment decisions to benefit patients. A software package (wSVM) is publicly available at the R-project webpage (https://www.r-project.org).