The microarray gene expression data poses a tremendous challenge due to their curse of dimensionality problem. The sheer volume of features far surpasses available samples, leading to overfitting and reduced classification accuracy. Thus the dimensionality of microarray gene expression data must be reduced with efficient feature extraction methods to reduce the volume of data and extract meaningful information to enhance the classification accuracy and interpretability. In this research, we discover the uniqueness of applying STFT (Short Term Fourier Transform), LASSO (Least Absolute Shrinkage and Selection Operator), and EHO (Elephant Herding Optimisation) for extracting significant features from lung cancer and reducing the dimensionality of the microarray gene expression database. The classification of lung cancer is performed using the following classifiers: Gaussian Mixture Model (GMM), Particle Swarm Optimization (PSO) with GMM, Detrended Fluctuation Analysis (DFA), Naive Bayes classifier (NBC), Firefly with GMM, Support Vector Machine with Radial Basis Kernel (SVM-RBF) and Flower Pollination Optimization (FPO) with GMM. The EHO feature extraction with the FPO-GMM classifier attained the highest accuracy in the range of 96.77, with an F1 score of 97.5, MCC of 0.92 and Kappa of 0.92. The reported results underline the significance of utilizing STFT, LASSO, and EHO for feature extraction in reducing the dimensionality of microarray gene expression data. These methodologies also help in improved and early diagnosis of lung cancer with enhanced classification accuracy and interpretability.