SPIDER The Spider Objects

Greedy selection algorithm by J.Friedmann

   A=MARS(C,H) returns a mars object initialized with hyperparameters H and
               based on algorithm C. 
   Hyperparameters, and their defaults
    M = 20          -- Maximum number of base functions
    d = 2            -- Trade-off in the GCV to perform model selection
    C = svm          -- algorithm to be used during the MARS procedure
                        (attribute A.child)
    B                -- the parameters of the base functions
    Xsv              -- the dataset used for learning
    J                -- the set of selected features (backward step of mars)
    training, testing 
   [r a]=train(mars(svm('ridge=0.001'),'M=2'),toy2d('l=30'))

Reference : Multivariate adaptive regression splines
Author : J.H. Friedmann
Link : http://citeseer.ist.psu.edu/context/17716/0