The following Matlab project contains the source code and Matlab examples used for information theoretic feature selection. Description: Code (Matlab/C++ Mex) for the following MI based feature selection approaches: - Maximum relevance (maxRel) - Minimum redundancy maximum relevance (MRMR) - Minimum redundancy (minRed) - Quadratic programming feature selection (QPFS) - Mutual information quotient (MIQ) - Maximum relevance minimum total redundancy (MRMTR) or extended MRMR (EMRMR) - Spectral relaxation global Conditional Mutual Information (SPEC_CMI) - Conditional mutual information minimization (CMIM) - Conditional Infomax Feature Extraction (CIFE) Reference: [1] Nguyen X.