Begin: set $Y_0=\left\{0\right\}$

L1: while $x^{+}=\arg {\max }_{x^{+}\in Y_k}[J(Y_k+x^{+})]$ —select the next best feature

If $J(Y_k+x^{+})>J(Y_k)$

$Y_{k+1}=Y_k+x^{+};k=k+1$

End if

L2: while $x^{-}=\arg {\max }_{x^{-}\in Y_k}[J(Y_k-x^{-})]$ —remove the worst feature

If $J(Y_k-x^{-})>J(Y_k)$

$Y_{k+1}=Y_k-x^{-};k=k+1$

End if

End