Reference-point-based multi-objective optimization algorithm with opposition-based voting scheme for multi-label feature selection

Abstract Multi-label classification is a machine learning task to construct a model for assigning an entity in the dataset to two or more class labels. In order to improve the performance of multi-label classification, a multi-objective feature selection algorithm has been proposed in this paper. Feature selection as a preprocessing task for Multi-label classification problems aims to choose a subset of relevant features. Selecting a small number of high-quality features decreases the computational cost and at the same time maximizes the classification performance. However extreme decreasing the number of features causes the failure of classification. As a result, feature selection has two conflicting objectives, namely, minimizing the classification error and minimizing the number of selected features. This paper proposes a multi-objective optimization algorithm to tackle the multi-label feature selection. The task is to find a set of solutions (a subset of features) in a sophisticated large-scale search space using a reference-based multi-objective optimization method. The proposed algorithm utilizes an opposition-based binary operator to generate more diverse solutions. Injection of extreme point of the Pareto-front is another component of the algorithm which aims to find feature subsets with less classification error. The proposed method is compared with two other existing methods on eight multi-label benchmark datasets. The experimental results show that the proposed method outperforms existing algorithms in terms of various multi-objective evaluation measures, such as Hyper-volume indicator, Pure diversity, Two-set coverage, and Pareto-front proportional contribution. The proposed method leads to get a set of well-distributed trade-off solutions which reach less classification error in comparing with competitors, even with the fewer number of features.