Cobra toolbox for feature selection

Cobra toolbox contains feature selection algorithms based on mutual information.

COBRA is a Matlab toolbox I developed for feature selection based on mutual information. At each round, it solves a Semidefinte programing problem to select the optimal feature set. The details of this program can be found in "A Semidefinite Programming Based Search Strategy for Feature Selection with Mutual Information Measure". However, regardless of its details it is quite easy to use. Just download it and look at the demo_COBRA.m it has several examples and shows step-by-step how to use this tool. Enjoy!
more details: "A Semidefinite Programming Based Search Strategy for Feature Selection with Mutual Information Measure", IEEE Trans. on pattern analysis and machine intllligence.