Feature Selection Library (MATLAB Toolbox)

In an era where accumulating data is easy and storing it inexpensive, feature selection plays a central role in helping to reduce the high-dimensionality of huge amounts of otherwise meaningless data. This report overviews concepts and algorithms of feature selection, surveys existing feature selection algorithms for classification with a categorizing framework based on the complexity: filter, embedded, and wrappers methods. Some real-world applications are included to demonstrate the use of feature selection in data mining. As a result, the report proposes extensive tests on diverse datasets. We conclude this work by identifying trends and challenges of feature selection research and development while providing a toolbox of 10 methods selected from recent literature.