LSFS

说明：  有监督的特征选择和优化程序MATLAB代码，基于最小二乘算法。内有测试数据，和详细程序说明(Least-Squares Feature Selection (LSFS) is a feature selection method for supervised regression and classification. LSFS orders input features according to their dependence on output values. Dependency between inputs and outputs is evaluated based on an estimator of squared-loss mutual information called LSMI)