Feature Selection Based on a Large-Scale Many-Objective Evolutionary Algorithm.

The feature selection problem is a fundamental issue in many research fields. In this paper, the feature selection problem is regarded as an optimization problem and addressed by utilizing a large-scale many-objective evolutionary algorithm. Considering the number of selected features, accuracy, relevance, redundancy, interclass distance, and intraclass distance, a large-scale many-objective feature selection model is constructed. It is difficult to optimize the large-scale many-objective feature selection optimization problem by using the traditional evolutionary algorithms. Therefore, this paper proposes a modified vector angle-based large-scale many-objective evolutionary algorithm (MALSMEA). The proposed algorithm uses polynomial mutation based on variable grouping instead of naive polynomial mutation to improve the efficiency of solving large-scale problems. And a novel worst-case solution replacement strategy using shift-based density estimation is used to replace the poor solution of two individuals with similar search directions to enhance convergence. The experimental results show that MALSMEA is competitive and can effectively optimize the proposed model.