Hybrid feature ranking and classifier aggregation based on multi-criteria decision-making

This study introduces an ensemble methodology, namely, hybrid feature ranking and classifier aggregation (HyFraCa), to integrate ensemble feature selection and ensemble classification in a composite framework. The proposed HyFraCa is embedded in a multi-criteria decision-making (MCDM)-based scheme for feature ranking and classifier weighting, with an effective aggregation rule that yields a consensus feature ranking from ensembles of heterogeneous classifiers and feature selectors. Experimental evaluations on 20 public UCI datasets demonstrated the superiority of HyFraCa in producing a more accurate and generalizable classification compared with state-of-the-art benchmark ensemble methods. HyFraCa also provides robust and reliable consensus feature rankings, which are favorable for real-world classification problems in which feature interpretability is emphasized.