We deal with two important problems in pattern recognition that
arise in the analysis of large datasets. While most feature subset
selection methods use statistical techniques to preprocess the
labeled datasets, these methods are generally not linked with the
combinatorial properties of the final solutions. We prove that it
is $NP-$hard to obtain an appropriate set of thresholds that will
transform a given dataset into a binary instance of a robust
feature subset selection problem. We address this problem using an
evolutionary algorithm that learns the appropriate value of the
thresholds. The empirical evaluation shows that robust subset of
genes can be obtained. This evaluation is done using real data
corresponding to the gene expression of lymphomas.