RGIFE - Ranked Guided Iterative Feature Elimination
RGIFE is a feature reduction heuristic for the identification of small panels of highly predictive biomarkers. The heuristic is based on an iterative reduction paradigm: first train a classifier, then rank the attributes based on their importance and finally remove attributes in block. RGIFE is designed to work with large-scale datasets and identifies reduced set of attributes with high classification power.
To learn how to run and configure RGIFE read the tutorial.
You can download the RGIFE source code (GNU GPLv3).