SPIDER The Spider Objects

Primal zero-norm based feature selection by O.Mangasarian

   A=FSV(H) returns a fsv object initialized with hyperparameters H. 
   Hyperparameters, and their defaults
    lambda=1             -- the lambda parameter beteen 0 and 1. 
                            (1=min. zero norm, 0=min. hinge loss)
    alpha=5              -- the alpha parameter 
    feat=[]              -- number of desired features (if empty gives
  `                         the smallest)
    output_rank=0        -- when set to 1, output features only
    rank                 -- the rank of the features
    w                    -- the weight
    b0                   -- the threshold
    training, testing 
   d=gen(toy); a=fsv; a.feat=10; a.output_rank=1;[r,a]=train(a,d);
   a.rank    - lists the chosen features in  order of importance

Reference : Feature selection via concave minimization and support vector machines
Author : Paul S. Bradley and Olvi L. Mangasarian
Link : http://portal.acm.org/citation.cfm?id=657467&dl=ACM&coll=GUIDE