Evolutionary Multitask Optimization for Multiform Feature Selection in Classification

Feature selection (FS) is a significant research topic in machine learning and artificial intelligence, but it becomes complicated in the high dimensional search space due to the vast number of features. Evolutionary computation (EC) has been widely used in solving FS by modeling it as an expensive wrapper-form optimization task, where a classifier is used to obtain classification accuracy for fitness evaluation (FE). In this article, we propose that the FS problem can be also modeled as a cheap filter-form optimization task, where the FE is based on the relevance and redundancy of the selected features. The wrapper-form optimization task is beneficial for classification accuracy while the filter-form optimization task has the strength of a lighter computational cost. Therefore, different from existing multitask-based FS that uses various wrapper-form optimization tasks, this article uses a multiform optimization technique to model the FS problem as a wrapper-form optimization task and a filter-form optimization task simultaneously. An evolutionary multitask FS (EMTFS) algorithm for parallel tacking these two tasks is proposed followed by, in which a two-channel knowledge transfer strategy is proposed to transfer positive knowledge across the two tasks. Experiments on widely used public datasets show that EMTFS can select as few features as possible on the premise of superior classification accuracy than the compared state-of-the-art FS algorithms.