Table 3 Pseudocode for a Monte Carlo wrapper-based feature selection algorithm

MCW(S, N)

   1. x_out = -∞

   2. For i = 1 to N

S _i = randomSubset(S)

(x _i , C _i ) = performance(S _i )

If x _i >x_out,

S_out = S _i , x_out = x _i , c_out = randomElement(C _i )

   3. output S_out, x_out, c_out