Feature Selection Using Diversity-Based Multi-objective Binary Differential Evolution

Abstract

By identifying relevant features from the original data, feature selection methods can maintain or improve the classification accuracy and reduce the dimensionality. Recently, many multi-objective evolutionary methods have been proposed for feature selection. However, effectively handling the trade-offs between convergence and diversity of the non-dominated solutions remains a major challenge, especially for high-dimensional datasets. To cover this issue, this work studies a diversity-based multi-objective differential evolution approach to feature selection. During the environmental selection process, each of the solutions in the candidate pool will have a diversity score, and solutions with large diversity score values will be preferred so as to improve the population diversity. To reduce the search space, irrelevant and weakly relevant features are detected and removed in the proposed method. A new binary mutation operator using the neighborhood information of individuals is also proposed, aiming to produce better feature subsets. Experimental results on 14 datasets with varying difficulties show that the proposed feature selection method can obtain significantly better feature selection performance than current popular multi-objective feature selection methods.