Algorithm 1 Basic sequential forward search.

1:$S\leftarrow \varnothing$                                                                    ▹ Target feature set S is initially empty 2:while $\left|S\right|\le N_{F,max}$ do                     ▹$N_{F,max}$ is a maximum number of selected features 3:    for all $F_i\notin S$ do                                                 ▹ Test each feature that is not yet in S 4:        $AC{C}_i\leftarrow ACC(S\cup \left\{F_i\right\})$ 5:    $i^{\prime }\leftarrow \mathrm{arg\; max}\left(AC{C}_i\right)$ 6:    $S^{\prime }\leftarrow S\cup \left\{F_{i^{\prime }}\right\}$ 7:    if $ACC\left(S^{\prime }\right)>ACC\left(S\right)$ then    ▹ Condition check and else block are optional and                                                               only required to obtain ever-increasing accuracy 8:        $S\leftarrow S^{\prime }$ 9:        $ACC\left(S\right)\leftarrow ACC\left(S^{\prime }\right)$ 10:   else 11:        break