Modeling high-dimensional data involving thousands of variables is particularly important for gene expression profiling experiments, nevertheless,it remains a challenging task. One of the challenges is to implement an effective method for selecting a small set of relevant genes, buried in high-dimensional irrelevant noises. RELIEF is a popular and widely used approach for feature selection owing to its low computational cost and high accuracy. However, RELIEF based methods suffer from instability, especially in the presence of noisy and/or high-dimensional outliers.