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Extracting information from gene expression data is a difficult task, as these data are characterized by very high dimensional, small sized, samples and large degree of biological variability. However, a possible way of dealing with the curse of dimensionality is offered by feature selection algorithms, while variance problems arising from small samples and biological variability can be addressed through ensemble methods based on resampling techniques. These two approaches have been combined to improve the accuracy of Support Vector Machines (SVM) in the classification of malignant tissues from DNA microarray data. To assess the accuracy and the confidence of the predictions performed proper measures have been introduced. Presented results show that bagged ensembles of SVM are more reliable and achieve equal or better classification accuracy with respect to single SVM, whereas feature selection methods can further enhance classification accuracy.