I need this for my thesis
You can use mrmr algorithm which is powerful selection method.
You can download MATLAB version of it from http://penglab.janelia.org/proj/mRMR/
Hi Sajjad,
first I would suggest you to go to the mathworks features selection tool, that is very well documented with a lot of examples:
http://fr.mathworks.com/discovery/feature-selection.html
In addition to these, you can use spectral regression for dimensionality reduction:
http://www.cad.zju.edu.cn/home/dengcai/Data/SR.html
mathworks.com/matlabcentral/fileexchange/56937-feature-selection-library
http://penglab.janelia.org/proj/mRMR/ url doesn't work Can suggest some other link for the same?
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