Accurate diagnosis of cancer subtypes remains a challenging problem. Building classifiers based on gene expression data is a promising approach, yet the selection of non-redundant but relevant genes is difficult. The selected gene set should be small enough to allow diagnosis even in regular clinical laboratories and ideally identify genes involved in cancer-specific regulatory pathways. Here an entropy-based method is proposed that selects genes related to the different cancer classes while at the same time reducing the redundancy among the genes.