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Class prediction using “omics ” data is playing an increasing role in toxicogenomics, diagnosis/prognosis, and risk assessment. These data are usually noisy and represented by relatively few samples and a very large number of predictor variables (e.g., genes of DNA microarray data or m/z peaks of mass spectrometry data). These characteristics manifest the importance of assessing potential random correlation and overfitting of noise for a classification model based on omics data. We present a novel classification method, decision forest (DF), for class prediction using omics data. DF combines the results of multiple heterogeneous but comparable decision tree (DT) models to produce a consensus prediction. The method is less prone to overfitting of noise and chance correlation. A DF model was developed to predict presence of prostate cancer using a proteomic data set generated from surface-enhanced laser deposition/ ionization time-of-flight mass spectrometry (SELDI-TOF MS). The degree of chance correlation and prediction confidence of the model was rigorously assessed by extensive cross-validation and randomization testing. Comparison of model prediction with imposed random correlation demonstrated biologic relevance of the model and the reduction of overfitting in DF. Furthermore, two confidence levels (high and low confidences) were assigned to each prediction,

In this paper we compare forecasting performance of hypothesis testing procedures with a model combining algorithm called AFTER. Testing procedures are commonly used in practice to select a model based on which forecasts are made. However, besides the well-known difficulty in dealing with multiple tests, the testing approach has a potentially serious drawback: controlling the probability of Type I error can excessively favor the null, which can be problematic for the purpose of forecasting.