Recently I start to learn the algorithms and applications of feature selection. The term “Feature”, wildly used in machine learning and data mining literatures, simply means “Variable”. In some practices, for example, a neural network model uses a decision tree as input; the tree performs the function of variables selection.
The Arizona State University is maintaining a repository of feature selection, including original documentations, Matlab packages and user guide for the following popular algorithms so far:
A R package, FSelector, is also useful for step-by-step studying. This package covers: