title: matlab forward feature selection
body: <p>I use matlab sequentialfs function for forward feature selection, the code is below. I repeatedly run the same code several times, I noticed that the results are quite different. Although cross validation is different for each run (fold number is the same), but I think the selected features should be roughly same. Could somebody help explain this? Thanks.</p>
  
  <pre><code>cp = cvpartition(label,'k',cvNum); % Stratified cross-validation
  
  opts = statset('display','iter');
  fun = @(XT,yT,Xt,yt)...
      (sum(yt ~= SVCpredict(Xt,yt,XT,yT)));
  
  [fs,history] = sequentialfs(fun,data,label,'cv',cp,'options',opts);
  </code></pre>