Massachusetts Institute of Technology: Leslie Kaelbling and Tomás Lozano-Pérez's "Machine Learning IV"

Read these slides, which deal with huge numbers of features by feature selection, ranking, and applications to clustering. 

Click https://s3.amazonaws.com/saylordotorg-resources/wwwresources/site/wp-content/uploads/2011/11/CS405-6.1.3.2-MIT-PartII.pdf link to open resource.