An evolutionary multitasking algorithm for multi-objective feature selection using dual-perspective reduction

Feature selection inherently involves two conflicting objectives: minimizing the number of selected features and maximizing the classification accuracy. The exponential growth of the search space and complex interactions between features make high-dimensional feature selection challenging. Existing multi-objective methods suffer from slow convergence and limited search capabilities. Moreover, there is a lack of efficient methods for identifying feature subsets with equivalent objective values, which could offer diverse options. To address these issues, this paper proposes an evolutionary multitasking algorithm for multi-objective feature selection using dual-perspective reduction, called DREA-FS. First, a dual-perspective dimensionality reduction strategy is designed to generate simplified and complementary tasks through improved filter-based and group-based methods, facilitating the rapid identification of promising regions. To enable effective information sharing, a dual-archive multitasking optimization mechanism is proposed, which incorporates a diversity archive to preserve feature subsets with equivalent performance and maintain diversity. Coupled with an elite archive that offers convergence guidance, this mechanism achieves a balance between convergence and diversity across tasks, thereby enhancing the ability to search for equivalent feature subsets. Experimental results on 21 datasets demonstrate that the proposed method outperforms state-of-the-art multi-objective algorithms in classification performance. Besides, DREA-FS can identify different feature subsets with equivalent objective values, supporting decision-makers with diverse options and better interpretability.

Authors

• Mengyue Wang
• Hongwei Ge
• Xia Wang
• Liang Sun
• Yaqing Hou
• Bin Li

Keywords

• Evolutionary multitasking
• Feature selection
• High-dimensional classification
• Multi-objective optimization