I have a set of RNA-Seq data with 20 samples (so ~14000 features and 20 observations), of which I have 3 groups with 3,3 and 4 samples respectively and other just scattered around which I will group them into the 4th "others" group. If I wish to do a supervised feature selection, is lasso a good option?
And if lasso is good enough (r package glmnet always gives warning when there is less than 8 samples in one group) how should I determine the lambda and what cross-validation method should I use? I usually use k-fold cross validation through cv.glmnet() function in glmnet and use the suggested lambda value, but it seems like k-fold cross validation is out of the picture with this number of samples.