Feature Selection Problem and Metaheuristics: A Systematic Literature Review about Its Formulation, Evaluation and Applications.

Feature selection is becoming a relevant problem within the field of machine learning. The feature selection problem focuses on the selection of the small, necessary, and sufficient subset of features that represent the general set of features, eliminating redundant and irrelevant information. Given the importance of the topic, in recent years there has been a boom in the study of the problem, generating a large number of related investigations. Given this, this work analyzes 161 articles published between 2019 and 2023 (20 April 2023), emphasizing the formulation of the problem and performance measures, and proposing classifications for the objective functions and evaluation metrics. Furthermore, an in-depth description and analysis of metaheuristics, benchmark datasets, and practical real-world applications are presented. Finally, in light of recent advances, this review paper provides future research opportunities.