ToolSeqFeatureSel

computes Sequential Forward Feature Selection wrapping a nearest neighbor
classifier
>
> @param V: features (dimension iNumFeatures x iNumObservations)
> @param ClassIdx: vector with class indices (length iNumObservations)
> @param iNumFeatures2Select: target number of features (optional)
>
> @retval selFeatureIdx vector with ordered feature indices (length: iNumFeatures2Select)
> @retval AccPerSubset accuracy for each subset
 ======================================================================

0001 %computes Sequential Forward Feature Selection wrapping a nearest neighbor
0002 %classifier
0003 %>
0004 %> @param V: features (dimension iNumFeatures x iNumObservations)
0005 %> @param ClassIdx: vector with class indices (length iNumObservations)
0006 %> @param iNumFeatures2Select: target number of features (optional)
0007 %>
0008 %> @retval selFeatureIdx vector with ordered feature indices (length: iNumFeatures2Select)
0009 %> @retval AccPerSubset accuracy for each subset
0010 % ======================================================================
0011 function [selFeatureIdx, AccPerSubset] = ToolSeqFeatureSel(V, ClassIdx, iNumFeatures2Select)
0012 
0013     iNumFeatures = size(V, 1);
0014     if (nargin < 3)
0015         iNumFeatures2Select = iNumFeatures;
0016     end
0017 
0018     % initialize
0019     selFeatureIdx = [];
0020     unselectedFeatures = ones(1, iNumFeatures);
0021     AccPerSubset = zeros(1, iNumFeatures);
0022 
0023     for f = 1:iNumFeatures
0024         % accuracy of selected features plus current feature f
0025         acc(f) = ToolLooCrossVal(V(f, :), ClassIdx);
0026     end
0027     [maxacc, maxidx] = max(acc);
0028     selFeatureIdx(1) = maxidx;
0029     unselectedFeatures(maxidx) = 0;
0030     AccPerSubset(1) = maxacc;
0031     
0032     % iterate until target number of features is reached
0033     for i = 2:iNumFeatures2Select
0034         acc = zeros(1, iNumFeatures);
0035         
0036         % iterate over all features not yet selected
0037         for f = 1:iNumFeatures
0038             if (unselectedFeatures(f) > 0)
0039                 % accuracy of selected features plus current feature f
0040                 acc(f) = ToolLooCrossVal(...
0041                     V([selFeatureIdx(1:(i-1)) f], :), ...
0042                     ClassIdx);
0043             else
0044                 acc(f) = -1;
0045                 continue;
0046             end
0047         end
0048         
0049         % identify feature maximizing the accuracy
0050         % move feature from unselected to selected
0051         [maxacc, maxidx] = max(acc);
0052         selFeatureIdx(i) = maxidx;
0053         unselectedFeatures(maxidx) = 0;
0054         AccPerSubset(i) = maxacc;
0055     end
0056 end