title: Unsupervised Filter Feature Selection - Rank by Correlation
body: <p>I have a set of features which and I wish to rank according to their Correlation Coefficient with each other, without accounting for the true label (that would by a Supervised feature selection, right?).
  My objective is selecting the first feature as the one more correlated with every other, take it out and so on.</p>
  
  <p>The problem is how to test the correlation of a vector with a matrix (all the other vectors/features)? Is it possible to do this or am I doing this all right.</p>
  
  <p>PS: I'm using MATLAB 2013b</p>
  
  <p>Thank you all</p>