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A Steering-Matrix-Based Multiobjective Evolutionary Algorithm for High-Dimensional Feature Selection.

Fan Cheng, Feixiang Chu, Yi Xu

    IEEE Transactions on Cybernetics
    |March 5, 2021
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    Summary

    A new steering-matrix-based multiobjective evolutionary algorithm (SM-MOEA) effectively addresses high-dimensional feature selection (FS). It significantly improves search efficiency and selects high-quality feature subsets, outperforming existing methods.

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    Area of Science:

    • Computational Intelligence
    • Machine Learning
    • Data Science

    Background:

    • Multiobjective evolutionary algorithms (MOEAs) show promise for feature selection (FS).
    • High-dimensional feature selection presents challenges due to the curse of dimensionality.
    • Existing MOEAs struggle with efficiency and effectiveness in high-dimensional spaces.

    Purpose of the Study:

    • To propose a novel steering-matrix-based multiobjective evolutionary algorithm (SM-MOEA) for high-dimensional feature selection.
    • To enhance search efficiency and the quality of selected feature subsets.
    • To overcome the limitations of existing algorithms in high-dimensional FS tasks.

    Main Methods:

    • Development of a steering matrix to guide population evolution, considering feature and individual importance.
    • Introduction of dimensionality reduction and individual repairing operators based on the steering matrix.
    • Design of an effective initialization and update strategy for the steering matrix.

    Main Results:

    • SM-MOEA demonstrated superior performance on 12 high-dimensional datasets (3000-13000 features).
    • The algorithm achieved better results in terms of both the number and quality of selected features.
    • Experimental results show significant improvements over state-of-the-art single-objective and MOEA algorithms for high-dimensional FS.

    Conclusions:

    • SM-MOEA offers an effective solution for high-dimensional feature selection.
    • The steering matrix mechanism significantly enhances search efficiency and feature subset quality.
    • The proposed algorithm represents a notable advancement in MOEAs for challenging FS problems.