1. A computer implemented method for selecting features from a feature space, the computer implemented method comprising: receiving, by a processor, a set of training samples and a set of test samples, wherein each of the set of training samples comprises a set of features and a target value, and wherein the set of test samples comprises the set of features absent the class value; determining a first centered Gram matrix of a given dimension for each of a set of feature vectors comprising at least one of the set of training samples and at least one of the set of test samples; determining a second centered Gram matrix of the given dimension for a target value vector comprising the target values from the set of training samples; and selecting a subset of features from the set of features based on the first and second centered Gram matrices.