SUMMARY: Feature selection can improve the accuracy of machine-learning models, but appropriate steps must be taken to avoid overfitting. Nested cross-validation (nCV) is a common approach that chooses the classification model and features to represent a given outer fold based on features that give the maximum inner-fold accuracy. Differential privacy is a related technique to avoid overfitting that uses a privacy-preserving noise mechanism to identify features that are stable between training and holdout sets.We develop consensus nested cross-validation (cnCV) that combines the idea of feature stability from differential privacy with nCV. Feature selection is applied in each inner fold and the consensus of top features across folds is used as a measure of feature stability or reliability instead of classification accuracy, which is used in standard nCV. We use simulated data with main effects, correlation and interactions to compare the classification accuracy and feature selection performance of the new cnCV with standard nCV, Elastic Net optimized by cross-validation, differential privacy and private evaporative cooling (pEC). We also compare these methods using real RNA-seq data from a study of major depressive disorder.The cnCV method has similar training and validation accuracy to nCV, but cnCV has much shorter run times because it does not construct classifiers in the inner folds. The cnCV method chooses a more parsimonious set of features with fewer false positives than nCV. The cnCV method has similar accuracy to pEC and cnCV selects stable features between folds without the need to specify a privacy threshold. We show that cnCV is an effective and efficient approach for combining feature selection with classification. AVAILABILITY AND IMPLEMENTATION: Code available at https://github.com/insilico/cncv. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

MOTIVATION: An important challenge in gene expression analysis is to improve hub gene selection to enrich for biological relevance or improve classification accuracy for a given phenotype. In order to incorporate phenotypic context into co-expression, we recently developed an epistasis-expression network centrality method that blends the importance of gene-gene interactions (epistasis) and main effects of genes. Further blending of prior knowledge from functional interactions has the potential to enrich for relevant genes and stabilize classification. RESULTS: We develop two new expression-epistasis centrality methods that incorporate interaction prior knowledge. The first extends our SNPrank (EpistasisRank) method by incorporating a gene-wise prior knowledge vector. This prior knowledge vector informs the centrality algorithm of the inclination of a gene to be involved in interactions by incorporating functional interaction information from the Integrative Multi-species Prediction database. The second method extends Katz centrality to expression-epistasis networks (EpistasisKatz), extends the Katz bias to be a gene-wise vector of main effects and extends the Katz attenuation constant prefactor to be a prior-knowledge vector for interactions. Using independent microarray studies of major depressive disorder, we find that including prior knowledge in network centrality feature selection stabilizes the training classification and reduces over-fitting. AVAILABILITY AND IMPLEMENTATION: Methods and examples provided at https://github.com/insilico/Rinbix and https://github.com/insilico/PriorKnowledgeEpistasisRank. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.