Multi-Objective Self-Adaptive Particle Swarm Optimization for Large-Scale Feature Selection in Classification.

Feature selection (FS) is recognized for its role in enhancing the performance of learning algorithms, especially for high-dimensional datasets. In recent times, FS has been framed as a multi-objective optimization problem, leading to the application of various multi-objective evolutionary algorithms (MOEAs) to address it. However, the solution space expands exponentially with the dataset's dimensionality. Simultaneously, the extensive search space often results in numerous local optimal solutions due to a large proportion of unrelated and redundant features [H. Adeli and H. S. Park, Fully automated design of super-high-rise building structures by a hybrid ai model on a massively parallel machine, AI Mag.   17 (1996) 87-93]. Consequently, existing MOEAs struggle with local optima stagnation, particularly in large-scale multi-objective FS problems (LSMOFSPs). Different LSMOFSPs generally exhibit unique characteristics, yet most existing MOEAs rely on a single candidate solution generation strategy (CSGS), which may be less efficient for diverse LSMOFSPs [H. S. Park and H. Adeli, Distributed neural dynamics algorithms for optimization of large steel structures, J. Struct. Eng. ASCE   123 (1997) 880-888; M. Aldwaik and H. Adeli, Advances in optimization of highrise building structures, Struct. Multidiscip. Optim.   50 (2014) 899-919; E. G. González, J. R. Villar, Q. Tan, J. Sedano and C. Chira, An efficient multi-robot path planning solution using a* and coevolutionary algorithms, Integr. Comput. Aided Eng.   30 (2022) 41-52]. Moreover, selecting an appropriate MOEA and determining its corresponding parameter values for a specified LSMOFSP is time-consuming. To address these challenges, a multi-objective self-adaptive particle swarm optimization (MOSaPSO) algorithm is proposed, combined with a rapid nondominated sorting approach. MOSaPSO employs a self-adaptive mechanism, along with five modified efficient CSGSs, to generate new solutions. Experiments were conducted on ten datasets, and the results demonstrate that the number of features is effectively reduced by MOSaPSO while lowering the classification error rate. Furthermore, superior performance is observed in comparison to its counterparts on both the training and test sets, with advantages becoming increasingly evident as the dimensionality increases.