Abstract Background Mass spectrometry spectra, widely used in proteomics studies as a screening tool for protein profiling and to detect discriminatory signals, are high dimensional data. A large number of local maxima (a.k.a. peaks) have to be analyzed as part of computational pipelines aimed at the realization of efficient predictive and screening protocols. With this kind of data dimensions and samples size the risk of over-fitting and selection bias is pervasive. Therefore the development of bio-informatics methods based on unsupervised feature extraction can lead to general tools which can be applied to several fields of predictive proteomics. Results We propose a method for feature selection and extraction grounded on the theory of multi-scale spaces for high resolution spectra derived from analysis of serum. Then we use support vector machines for classification. In particular we use a database containing 216 samples spectra divided in 115 cancer and 91 control samples. The overall accuracy averaged over a large cross validation study is 98.18. The area under the ROC curve of the best selected model is 0.9962. Conclusion We improved previous known results on the problem on the same data, with the advantage that the proposed method has an unsupervised feature selection phase. All the developed code, as MATLAB scripts, can be downloaded from http://medeaserver.isa.cnr.it/dacierno/spectracode.htm