1. A method of selecting an optimum feature subset from an initial feature set comprising: splitting the initial feature space into a plurality of first feature sets; selecting a subset of features from each of the plurality of first feature sets to produce a plurality of second feature sets; performing a merge-split operation on numbers of the second feature sets to produce a plurality of third feature sets; selecting a subset of features from each of the plurality of third feature sets to produce a plurality of fourth feature sets; and continuing the merge-split and selecting steps on successive feature sets until a final feature set is selected.