Sparse Logistic Regression Toolbox (MATLAB)

The Sparse Logistic Regression toolbox is a suite of MATLAB functions for solving classification problems. It provides one of solutions for binary or multi-class classification problem. The unique feature is weight parameters of the classifier are learned in a sparse way, implementing automatic feature selection during learning weight parameters.

This code is especially useful when you don’t have a clear idea on which features should be selected. Actually this toolbox has been developed for classification of brain imaging data (fMRI, EEG, MEG, NIRS) where feature selection is one of the hardest task.

For more details, see the above link.

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