Hello all,
I am searching for an accelerated algorithm to perform wrapper feature selection on microarray. I am searching in the literature and GPUs are used to speedup many algorithms but I could not find any directly addressing the wrapper feature selection (like Sequential Forward Selection). I saw this without using GPU http://www.almob.org/content/7/1/11/abstract but it is not applicable to the task I would like to perform (I need to calculate something more than error rate, thus I cannot apply the calculation optimization proposed).
Are you aware of any work in this direction since I could greatly benefit in terms of processing time.
Thanks
Mattia
out of curiosity, is this really a bottleneck for you?