Fisher_Score.m

function [W] = Fisher_Score(X,Y) 
%Fisher Score, use the N var formulation 
%   X, the data, each raw is an instance 
%   Y, the label in 1 2 3 ... format 
 
numC = max(Y); 
[~, numF] = size(X); 
W = zeros(1,numF); 
 
% statistic for classes 
cIDX = cell(numC,1); 
n_i = zeros(numC,1); 
for j = 1:numC 
    cIDX{j} = find(Y(:)==j); 
    n_i(j) = length(cIDX{j}); 
end 
 
% calculate score for each features 
for i = 1:numF 
    temp1 = 0; 
    temp2 = 0; 
    f_i = X(:,i); 
    u_i = mean(f_i); 
     
    for j = 1:numC 
        u_cj = mean(f_i(cIDX{j})); 
        var_cj = var(f_i(cIDX{j}),1); 
        temp1 = temp1 + n_i(j) * (u_cj-u_i)^2; 
        temp2 = temp2 + n_i(j) * var_cj; 
    end 
     
    if temp1 == 0 
        W(i) = 0; 
    else 
        if temp2 == 0 
            W(i) = 100; 
        else 
            W(i) = temp1/temp2; 
        end 
    end 
end