The development of a successful classifier from multiple predictors (analytes) is a multistage process complicated typically by the paucity of the data samples when compared to the number of available predictors. Choosing an adequate validation strategy is key for drawing sound conclusions about the usefulness of the classifier. Other important decisions have to be made regarding the type of prediction model to be used and training algorithm, as well as the way in which the markers are selected. This chapter describes the principles of the classifier development and underlines the most common pitfalls. A simulated dataset is used to illustrate the main concepts involved in supervised classification.
