How to speed up sequential forward features selection?

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Sara Salimi
Sara Salimi 2019-5-1
Hi experts,
I have data with 1M records with 145 features. This is the data extracted from two 3D images (volumes). I am running matlab standard function (sequentialfs). But do it takes so long time to do feature selection.
I am doing feature selection in two rounds, 1) forward, and then 2)backward; and then I will decide based on the two groups of selected features.
Do you know any trick for speeding up the features selection? or do you know any free code to share, which is faster than this standard code?
I am wondering if I am doing some mistakes and because of lack of experience. I set the options for parallel and cvpartion as HoldOut.
Your expert opinion is really appreciated
Thanks

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