The paper briefly reviews recent advances in the methodology of feature selection (FS) and the conceptual base of a consulting system for solving FS problems. The reasons for designing a kind of expert or consulting system which would guide a less experienced user are outlined. The paper also attempts to provide a guideline which approach to choose with respect to the extent of a\,priori knowledge of the problem. The methods discussed here form the core of the software package being developed for solving FS problem. Two basic approaches are reviewed and the conditions under which they should be used are specified. One approach involves the use of the computationally effective Floating search methods. The alternative approach trades off the requirement for a\,priori information for the requirement of sufficient data to represent the distributions involved. Owing to its nature it is particularly suitable for cases when the underlying probability distributions are not unimodal. The approach attempts to achieve simultaneous feature selection and decision rule inference. According to the criterion adopted there are two variants allowing the selection of features either for optimal representation or discrimination.
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