Branch and bound feature selection
[W,R] = FEATSELO(A,CRIT,K,T)
Backward selection of K features by baktracking using the branch and bound procedure on the data set A. CRIT sets the criterion used by the feature evaluation routine FEATEVAL. If the data set T is given, it is used as test set for FEATEVAL. Alternatively a number of cross-validations N may be supplied. The resulting W can be used for the selecting features of a dataset B by B*W. The selected features are stored in W.DATA and can be found by +W.
This procedure finds the optimum feature set if a monotoneous criterion is used. The use of a testset does not guarantee that.
P. M. Narendra and K. Fukunaga A Branch and Bound Algorithm for Feature Subset Selection, IEEE Trans. Computer, 26(9), pp. 917-922, September 1977