Link to bioRxiv paper: http://biorxiv.org/cgi/content/short/2020.11.18.388579v1?rss=1 Authors: Valcarcel, L. V., San Jose-Eneriz, E., Cendoya, X., Rubio, A., Agirre, X., Prosper, F., Planes, F. J. Abstract: Motivation: With the frenetic growth of high-dimensional datasets in different biomedical domains, there is an urgent need to develop predictive methods able to deal with this complexity. Feature selection is a relevant strategy in machine learning to address this challenge. Results: We introduce a novel feature selection algorithm for linear regression called BOSO (Bilevel Optimization Selector Operator). We conducted a benchmark of BOSO with key algorithms in the literature, finding a superior performance in high-dimensional datasets. Proof-of-concept of BOSO for predicting drug sensitivity in cancer is presented. A detailed analysis is carried out for methotrexate, a well-studied drug targeting cancer metabolism. Copy rights belong to original authors. Visit the link for more info