I posted my presentation on feature selection problem on my website.
It has links to two software package I mentioned.
The slides are at: http://www.junlinghu.com/feature_selection.pdf
Stanford University Boyd group http://www.stanford.edu/~boyd/l1_logreg/ Arizona State University: Jun Liu et al KDD-09 software http://www.public.asu.edu/~jye02/Software/SLEP/index.htm
