A multi-objective algorithm for multi-label filter feature selection problem

Feature selection is an important data preprocessing method before classification. Multi-objective optimization algorithms have been proved an effective way to solve feature selection problems. However, there are few studies on multi-objective optimization feature selection methods for multi-label data. In this paper, a multi-objective multi-label filter feature selection algorithm based on two particle swarms (MOMFS) is proposed. We use mutual information to measure the relevance between features and label sets, and the redundancy between features, which are taken as two objectives. In order to avoid Particle Swarm Optimization (PSO) from falling into the local optimum and obtaining a false Pareto front, we employ two swarms to optimize the two objectives separately and propose an improved hybrid topology based on particle's fitness value. Furthermore, an archive maintenance strategy is introduced to maintain the distribution of archive. In order to study the effectiveness of the proposed algorithm, we select five multi-label evaluation criteria and perform experiments on seven multi-label data sets. MOMFS is compared with classic single-objective multi-label feature selection algorithms, multi-objective filter and wrapper feature selection algorithms. The experimental results show that MOMFS can effectively reduce the multi-label data dimension and perform better than other approaches on five evaluation criteria.