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 the set of training samples comprises a set of features and a class value, and wherein the set of test samples comprises the set of features absent the class value; determining, for each of a plurality of unselected features in the set of features, a relevancy with respect to the class value based on the set of training samples; determining, for each of the plurality of unselected features, a redundancy with respect to the set of features based on the set of training samples and the set of test samples; and selecting a set of features from the plurality of unselected features based on the relevancy and the redundancy determined for each of the plurality of unselected features.