A method for feature selection is provided. The method includes the steps of selecting a predictor set of features, adding at least one complementary feature to the predictor set based on a quality of prediction, checking to see if all of the features of the predictor set are repeated, and if not, removing at least one feature from the predictor set. The algorithm and method repeats the steps of adding complements, checking the predictor set and removing features until the features of the predictor set are repeated. Once the features of. the predictor set are repeated the proper number of times, the algorithm and method terminate.