A multi-objective evolutionary algorithm with interval based initialization and self-adaptive crossover operator for large-scale feature selection in classification

Feature selection (FS) is an important data pre-processing technique in classification. In most cases, FS can improve classification accuracy and reduce feature dimension, so it can be regarded as a multi-objective optimization problem. Many evolutionary computation techniques have been applied to FS problems and achieved good results. However, an increase in data dimension means that search difficulty also greatly increases, and EC algorithms with insufficient search ability maybe only find sub-optimal solutions in high probability. Moreover, an improper initial population may negatively affect the convergence speed of algorithms. To solve the problems highlighted above, this paper proposes MOEA-ISa: a multi-objective evolutionary algorithm with interval based initialization and self-adaptive crossover operator for large-scale FS. The proposed interval based initialization can limit the number of selected features for solution to improve the distribution of the initial population in the target space and reduce the similarity of the initial population in the decision space. The proposed self-adaptive crossover operator can determine the number of nonzero genes in offspring according to the similarity of parents, and it combines with the feature weights obtained by ReliefF method to improve the quality of offspring. In the experiments, the proposed algorithm was compared with six other algorithms on 13 benchmark UCI datasets and two benchmark LIBSVM datasets, and an ablation experiment was performed on MOEA-ISa. The results show that MOEA-ISa’s performance is better than the six other algorithms for solving large-scale FS problems, and the proposed interval based initialization and self-adaptive crossover operator can effectively improve the performance of MOEA-ISa. The source code of MOEA-ISa is available on GitHub at https://github.com/xueyunuist/MOEA-ISa . • We propose a multi-objective evolutionary algorithm with interval based initialization and self-adaptive crossover operator. • The proposed algorithm outperforms competitive methods for large-scale feature selection. • We perform ablation experiments to prove that the proposed interval based initialization and self-adaptive crossover operator are effective.