Home Software libMsFeatS
 
Home Software libMsFeatS
libMsFeatS

(Model assessment for Feature Selection) is a platform independent C++ toolbox that includes the implementation of elastic net and group LASSO for binary and multi-class classification problems. For the latter, the (groups of) features that are selected are the ones that best discriminate between all the classes simultaneously.
Our toolbox also provides model selection functionalies, allowing the user to automatically select the best performing regularization parameters. The input data file is compliant with libSVM (http://www.csie.ntu.edu.tw/~cjlin/libsvm/) format, to favor the interchange with classification.

The libMsFeatS homepage with code and instructions can be found here