A Comprehensive Comparison on Evolutionary Feature Selection Approaches to Classification

Feature selection is an important data preprocessing step in machine learning and data mining, such as classification tasks. Research on feature selection has been extensively conducted for more than 50 years and different types of approaches have been proposed, which include wrapper approaches or filter approaches, and single objective approaches or multi-objective approaches. However, the advantages and disadvantages of such approaches have not been thoroughly investigated. This paper provides a comprehensive study on comparing different types of feature selection approaches, specifically including comparisons on the classification performance and computational time of wrappers and filters, generality of wrapper approaches, and comparisons on single objective and multi-objective approaches. Particle swarm optimization (PSO)-based approaches, which include different types of methods, are used as typical examples to conduct this research. A total of 10 different feature selection methods and over 7000 experiments are involved. The results show that filters are usually faster than wrappers, but wrappers using a simple classification algorithm can be faster than filters. Wrappers often achieve better classification performance than filters. Feature subsets obtained from wrappers can be general to other classification algorithms. Meanwhile, multi-objective approaches are generally better choices than single objective algorithms. The findings are not only useful for researchers to develop new approaches to addressing new challenges in feature selection, but also useful for real-world decision makers to choose a specific feature selection method according to their own requirements.