Gene selection is an important step when building predictors of disease state based on gene expression data. Gene selection generally improves performance and identifies a relevant subset of genes. Many univariate and multivariate gene selection approaches have been proposed. Frequently the claim is made that genes are co-regulated (due to pathway dependencies) and that multivariate approaches are therefore per definition more desirable than univariate selection approaches. Based on the published performances of all these approaches a fair comparison of the available results can not be made. This mainly stems from two factors. First, the results are often biased, since the validation set is in one way or another involved in training the predictor, resulting in optimistically biased performance estimates. Second, the published results are often based on a small number of relatively simple datasets. Consequently no generally applicable conclusions can be drawn.