A novel feature selection approach with Pareto optimality for multi-label data

Abstract

Multi-label learning has widely applied in machine learning and data mining. The purpose of feature selection is to select an approximately optimal feature subset to characterize the original feature space. Similar to single-label data, feature selection is an import preprocessing step to enhance the performance of multi-label classification model. In this paper, we propose a multi-label feature selection approach with Pareto optimality for continuous data, called MLFSPO. It maps multi-label features to high-dimensional space to evaluate the correlation between features and labels by utilizing the Hilbert-Schmidt Independence Criterion (HSIC). Then, the feature subset obtains by combining the Pareto optimization with feature ordering criteria and label weighting. Eventually, extensive experimental results on publicly available data sets show the effectiveness of the proposed algorithm in multi-label tasks.