We view the classification problem as a regression problem with few observations and many predictor variables. We use an adaptive dimension reduction method for generalized semi-parametric regression models that allows us to solve the 'curse of dimensionality problem' arising in the context of expression data. The predictive performance of the resulting classification rule is illustrated on two well know data sets in the microarray literature: the leukemia data that is known to contain classes that are easy 'separable' and the colon data set.

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