Abstract
Feature selection in classification is a complex optimization problem that cannot be solved in polynomial time. Bi-objective feature selection, aiming to minimize both selected features and classification errors, is challenging due to the conflict between objectives, while one of the most effective ways to tackle this is to use multi-objective evolutionary algorithms. However, very few of these have ever reflected an evolutionary multi-tasking framework, despite the implicit parallelism offered by the population-based search characteristic. In this paper, a dynamic multi-tasking-based multi-objective evolutionary algorithm (termed DTEA) is proposed for handling bi-objective feature selection in classification, which is not only suitable for datasets with relatively lower dimensionality of features, but is also suitable for datasets with relatively higher dimensionality of features. The role and influence of multi-tasking on multi-objective evolutionary feature selection were studied, and a dynamic tasking mechanism is proposed to self-adaptively assign multiple evolutionary search tasks by intermittently analyzing the population behaviors. The efficacy of DTEA is tested on 20 classification datasets and compared with seven state-of-the-art evolutionary algorithms. A component contribution analysis was also conducted by comparing DTEA with its three variants. The empirical results show that the dynamic-tasking mechanism works efficiently and enables DTEA to outperform other algorithms on most datasets in terms of both optimization and classification.
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