A Multiobjective Evolutionary Setting for Feature Selection and a Commonality-Based Crossover Operator

Feature selection is a common and key problem in many classification and regression tasks. It can be viewed as a multiobjective optimisation problem, since, in the simplest case, it involves feature subset size minimisation and performance maximisation. This paper presents a multiobjective evolutionary approach for feature selection. A novel commonality-based crossover operator is introduced and placed in the multiobjective evolutionary setting. This specialised operator helps to preserve building blocks with promising performance. Selection bias reduction is achieved by resampling. We argue that this is a generic approach, which can be used in many modelling problems. It is applied to feature selection on different neural network architectures. Results from experiments with benchmarking data sets are given.