I will be presenting an overview of features selection methods used for learning. We will cover in more detail the algorithms suggested in: - J. Weston, A. Elisseff, B. Schoelkopf, and M. Tipping. Use of the zero norm with linear models and kernel methods. JMLR, 2003. - J. Weston, S. Mukherjee, O. Chapelle, M. Pontil, T. Poggio, and V. Vapnik. Feature selection for SVMs. NIPS, 2000.