title: How do I use AdaBoost for feature selection?
body: <p>I want to use AdaBoost to choose a good set features from a large number (~100k).  AdaBoost works by iterating though the feature set and adding in features based on how well they preform.  It chooses features that preform well on samples that were mis-classified by the existing feature set.</p>
  
  <p>Im currently using in Open CV's <code>CvBoost</code>. I got an <a href="https://stackoverflow.com/questions/15869954/opencv-c-problems-working-with-cvboost-adaboost-classifer/25960806#25960806">example working</a>, but from the <a href="http://docs.opencv.org/modules/ml/doc/boosting.html" rel="nofollow noreferrer">documentation</a> it is not clear how to pull out the feature indexes that It has used.</p>
  
  <p>Using either <code>CvBoost</code>, a 3rd party library or implementing it myself, how can pull out a set of features from a large feature set using AdaBoot?</p>