Classification of microarray data plays a significant role in the diagnosis and prediction of cancer. However, its
high-dimensionality (>tens of thousands) compared to the number of observations (<tens of hundreds) may lead
to poor classification accuracy. In addition, only a fraction of genes is really important for the classification of a
certain cancer, and thus feature selection is very essential in this field. Due to the time and memory burden for
processing the high-dimensional data, univariate feature ranking methods are widely-used in gene selection.
However, most of them are not that accurate because they only consider the relevance of features to the target
without considering the redundancy among features. In this study, we propose a novel multivariate feature
ranking method to improve the quality of gene selection and ultimately to improve the accuracy of microarray
data classification. The method can be efficiently applied to high-dimensional microarray data. We embedded the
formal definition of relevance into a Markov blanket (MB) to create a new feature ranking method. Using a few
microarray datasets, we demonstrated the practicability of MB-based feature ranking having high accuracy and
good efficiency. The method outperformed commonly-used univariate ranking methods and also yielded the
better result even compared with the other multivariate feature ranking method due to the advantage of data
efficiency.