> The Spider Objects

>        R2W2_SEL object for feature scaling/selection via SVMs and r^2/w^2 bound.

>         A=R2W2_SEL(H) returns an r2w2_sel object with hyperparameters H.

>         Hyperparameters, and their defaults
>          feat=[]              -- number of features, (default means
>                                  use scaling factors instead)
>          output_rank=0        -- output rank (if 0, output predicted labels)
>          slacks=0;            -- if slacks=1,optimize ridge as well,
>                                  if this is a vector it specifies
>                                  which examples share slacks (e.g 3 examples,
>                                  slacks=[1 1 2] means first two examples
>                                  have a shared slack variable)
>          scales=1;            -- if scales=1, find scaling factors, if 0
>                                  do not, if scale is a vector, specifies
>                                  sharing of scaling factors as in slacks parameter
>          max_iter=100         -- maximum number of gradient steps
>          steep_ascent=0       -- use steepest grad ascent (can be faster when
>                                  there are many features)
>          use_var2=1           -- use var^2w^2 estimate instead of r^2w^2
>          ker='weighted_linear'-- type of kernel, other choices='weighted_poly'
>                                  or 'weighted_rbf'
>          kerparam             -- associated param, e.g degree of poly
>          optimizer='default'  -- choices={default,andre,quadprog,svmlight}

>         Model
>          rank                 -- ranking of the features
>          child                -- decision rule stored in child member (svm)
>          sigma                -- value of all scaling and slacking factors

>         Example:
>         d=gen(toy); a=r2w2_sel; a.feat=20; a.output_rank=1;[r,a]=train(a,d);
>         a.rank    - lists the chosen features in  order of importance, using 20 features

> | Reference : Feature selection for SVMs

> | Author : J. Weston, S. Mukherjee, O. Chapelle, M. Pontil, T. Poggio, and V. Vapnik

> | Link : http://www.kyb.tuebingen.mpg.de/bs/people/weston/FEATURE_SEL.PS