[R] 5 binary_class models vs one 5-class model

[Weiwei Shi]

Hi,

I apologize this question is not very r-related, but believe many
people using R are expertised at or interested to know the answer to
the following question.

I am having a problem in classification. In bioinformatics study, we
always ends with a limited size of samples. While in algorithms, some
specific algorithm cannot handle modeling with more than 2 classes
problem. For the time being, not considering those limitations, I just
have a general question like this:

suppose I have a problem for classification, which involves 5 classes.
I am wondering if there is a general research comparison on which
approach is more accurate: building 5 binary_class models or building
one 5-class model (suppose cost (penalty) is same when accuracy is
estimated).

An extended or more practical question, in bioinformatics, if you do
not have many samples but you are having such problem, what approach
will you take?

thanks,

-- 
Weiwei Shi, Ph.D
Research Scientist
GeneGO, Inc.

"Did you always know?"
"No, I did not. But I believed..."
---Matrix III