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    <p>MATLAB (and its toolboxes) include a number of functions that deal with feature selection:</p> <ul> <li><a href="http://www.mathworks.com/help/bioinfo/ref/randfeatures.html" rel="nofollow noreferrer">RANDFEATURES</a> (Bioinformatics Toolbox): Generate randomized subset of features directed by a classifier</li> <li><a href="http://www.mathworks.com/help/bioinfo/ref/rankfeatures.html" rel="nofollow noreferrer">RANKFEATURES</a> (Bioinformatics Toolbox): Rank features by class separability criteria</li> <li><a href="http://www.mathworks.com/help/stats/sequentialfs.html" rel="nofollow noreferrer">SEQUENTIALFS</a> (Statistics Toolbox): Sequential feature selection</li> <li><a href="http://www.mathworks.com/help/stats/relieff.html" rel="nofollow noreferrer">RELIEFF</a> (Statistics Toolbox): Relief-F algorithm</li> <li><a href="https://www.mathworks.com/help/stats/treebagger.oobpermutedvardeltaerror.html" rel="nofollow noreferrer">TREEBAGGER.OOBPermutedVarDeltaError</a>, <a href="https://www.mathworks.com/help/stats/compactclassificationensemble.predictorimportance.html" rel="nofollow noreferrer">predictorImportance</a> (Statistics Toolbox): Using ensemble methods (bagged decision trees)</li> </ul> <p>You can also find examples that demonstrates usage on real datasets:</p> <ul> <li><a href="https://www.mathworks.com/help/bioinfo/examples/identifying-significant-features-and-classifying-protein-profiles.html" rel="nofollow noreferrer">Identifying Significant Features and Classifying Protein Profiles</a></li> <li><a href="https://www.mathworks.com/help/bioinfo/examples/genetic-algorithm-search-for-features-in-mass-spectrometry-data.html" rel="nofollow noreferrer">Genetic Algorithm Search for Features in Mass Spectrometry Data</a></li> </ul> <p>In addition, there exist third-party toolboxes:</p> <ul> <li><a href="http://lvdmaaten.github.io/drtoolbox/" rel="nofollow noreferrer">Matlab Toolbox for Dimensionality Reduction</a></li> <li><a href="http://web.archive.org/web/20090430124306/https://users.cs.fiu.edu/~yzhan004/genesel.html" rel="nofollow noreferrer">LIBGS: A MATLAB Package for Gene Selection</a></li> </ul> <p>Otherwise you can always call your favorite functions from WEKA directly from MATLAB since it include a JVM...</p>
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