MOELIGA: a multi-objective evolutionary approach for feature selection with local improvement

TL;DR

MOELIGA is a multi-objective genetic algorithm with local improvement for feature selection, balancing subset size and classification accuracy effectively in high-dimensional data.

Contribution

It introduces a novel multi-objective evolutionary approach with local refinement and diversity mechanisms for feature selection.

Findings

MOELIGA outperforms 11 state-of-the-art methods on 14 datasets.

It finds smaller feature subsets with comparable or better accuracy.

The method effectively balances feature subset size and classification performance.

Abstract

Selecting the most relevant or informative features is a key issue in actual machine learning problems. Since an exhaustive search is not feasible even for a moderate number of features, an intelligent search strategy must be employed for finding an optimal subset, which implies considering how features interact with each other in promoting class separability. Balancing feature subset size and classification accuracy constitutes a multi-objective optimization challenge. Here we propose MOELIGA, a multi-objective genetic algorithm incorporating an evolutionary local improvement strategy that evolves subordinate populations to refine feature subsets. MOELIGA employs a crowding-based fitness sharing mechanism and a sigmoid transformation to enhance diversity and guide compactness, alongside a geometry-based objective promoting classifier independence. Experimental evaluation on 14 diverse datasets demonstrates MOELIGA's ability to identify smaller feature subsets with superior or comparable classification performance relative to 11 state-of-the-art methods. These findings suggest MOELIGA effectively addresses the accuracy-dimensionality trade-off, offering a robust and adaptable approach for multi-objective feature selection in complex, high-dimensional scenarios.