See http://fastml.com/feature-selection-in-practice/ for description.
data/ - original and transformed Madelon sets
combine_train_val.r - combine train and validation into one file (input for feature selection)
rf.r - Run random forest on datasets with selected features (prepared with sets_mrmr.r)
sets_mrmr.r - Prepare datasets with selected features only
submission.r - Write submission files for http://www.nipsfsc.ecs.soton.ac.uk/