Fast Genetic Algorithm for feature selection — A qualitative approximation approach

Abstract

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. The proposed approach involves constructing a lightweight qualitative meta-model by sub-sampling data instances and then using this meta-model to carry out the feature selection task. We define "Approximation Usefulness" to capture the necessary conditions that allow the meta-model to lead the evolutionary computations to the correct maximum of the fitness function. Based on our procedure we create CHCQX a Qualitative approXimations variant of the GA-based algorithm CHC (Cross generational elitist selection, Heterogeneous recombination and Cataclysmic mutation). We show that CHCQX converges faster to feature subset solutions of significantly higher accuracy, particularly for large datasets with over 100K instances. We also demonstrate the applicability of our approach to Swarm Intelligence (SI), with results of PSOQX, a qualitative approximation adaptation of the Particle Swarm Optimization (PSO) method. A GitHub repository with the complete implementation is available2. This paper for the Hot-off-the-Press track at GECCO 2023 summarizes the original work published at [3].