How to use Machine Learning to discover important biomarkers in an unbalanced small data set
If your goal is to identify important features, I would say go for a Decision Tree which inherently calculates importance/separation capability of the features while selecting them for splitting the internal nodes. You can also go for an ensemble of decision trees such as RandomForest which will return feature importance based on their average impurity reduction throughout all its trees. 

This article can help you set up a basic experiment.