Fast Genetic Algorithm for feature selection — A qualitative approximation approach

• Evolutionary Algorithms (EAs) are often challenging to apply in real-world settings since evolutionary computations involve a large number of evaluations of a typically expensive fitness function. For example, an evaluation could involve training a new machine learning model. An approximation (also known as meta-model or a surrogate) of the true function can be used in such applications to alleviate the computation cost. In this paper, we propose a two-stage surrogate-assisted evolutionary approach to address the computational issues arising from using Genetic Algorithm (GA) for feature selection in a wrapper setting for large datasets. We define “Approximation Usefulness” to capture the necessary conditions to ensure correctness of the EA computations when an approximation is used. Based on this definition, we propose a procedure to construct a lightweight qualitative meta-model by the active selection of data instances. We then use a meta-model to carry out the feature selection task. We apply this procedure to the GA-based algorithm CHC (Cross generational elitist selection, Heterogeneous recombination and Cataclysmic mutation) to create a Qualitative approXimations variant, CHCQX. We show that CHCQX converges faster to feature subset solutions of significantly higher accuracy (as compared to CHC), particularly for large datasets with over 100K instances. We also demonstrate the applicability of the thinking behind our approach more broadly to Swarm Intelligence (SI), another branch of the Evolutionary Computation (EC) paradigm with results of PSOQX, a qualitative approximation adaptation of the Particle Swarm Optimization (PSO) method. A GitHub repository with the complete implementation is available. © 2022 The Author(s)

Ämnesord

NATURVETENSKAP  -- Data- och informationsvetenskap -- Datavetenskap (hsv//swe)

NATURAL SCIENCES  -- Computer and Information Sciences -- Computer Sciences (hsv//eng)

Nyckelord

Evolutionary computation

Feature selection

Fitness approximation

Genetic Algorithm

Meta-model

Optimization

Particle Swarm Intelligence

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