In a feature filtering approach, a set of relevant features and a set of training objects classified respective to a set of classes are provided. A candidate feature and a second feature are selected from the set of relevant features. An approximate Markov blanket criterion is computed that is indicative of whether the candidate feature is redundant in view of the second feature. The approximate Markov blanket criterion includes at least one dependency on less than the entire set of classes. An optimized set of relevant features is defined, consisting of a sub-set of the set of relevant features from which features indicated as redundant by the selecting and computing are removed.