A Self-adaptive Weighted Differential Evolution Approach for Large-scale
Feature Selection
- URL: http://arxiv.org/abs/2110.14166v1
- Date: Wed, 27 Oct 2021 04:46:16 GMT
- Title: A Self-adaptive Weighted Differential Evolution Approach for Large-scale
Feature Selection
- Abstract summary: We propose a novel weighted differential evolution algorithm based on self-adaptive mechanism, named SaWDE.
We demonstrate the effectiveness of our algorithm on twelve large-scale datasets.
- Score: 23.33085252518155
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Recently, many evolutionary computation methods have been developed to solve
the feature selection problem. However, the studies focused mainly on
small-scale issues, resulting in stagnation issues in local optima and
numerical instability when dealing with large-scale feature selection dilemmas.
To address these challenges, this paper proposes a novel weighted differential
evolution algorithm based on self-adaptive mechanism, named SaWDE, to solve
large-scale feature selection. First, a multi-population mechanism is adopted
to enhance the diversity of the population. Then, we propose a new
self-adaptive mechanism that selects several strategies from a strategy pool to
capture the diverse characteristics of the datasets from the historical
information. Finally, a weighted model is designed to identify the important
features, which enables our model to generate the most suitable
feature-selection solution. We demonstrate the effectiveness of our algorithm
on twelve large-scale datasets. The performance of SaWDE is superior compared
to six non-EC algorithms and six other EC algorithms, on both training and test
datasets and on subset size, indicating that our algorithm is a favorable tool
to solve the large-scale feature selection problem. Moreover, we have
experimented SaWDE with six EC algorithms on twelve higher-dimensional data,
which demonstrates that SaWDE is more robust and efficient compared to those
state-of-the-art methods. SaWDE source code is available on Github at
https://github.com/wangxb96/SaWDE.
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