How can I solve the following ordinal classification problem?

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Hi
I have about 100 samples to classify using 4 classes. This classes are ordinal (i.e. ranked like AAA AA A BBB...). I can use any subset of features ranging from 1 to about 40, so a Feature Selection step is to be taken into account to avoid overfitting and make the model simple enough. A possible solution can be ordinal regression. Are there any other possibilities, i.e. using more complex classifiers and make them taking into account the fact that my classes are ordinal? (if I use bagged decision trees, SVM, neural networks and staff like that)
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MatlabGuest
MatlabGuest 2014-4-20
thanks Walter, could you show how to use the matlab svm for ordinal regression problems?

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