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Feature selection is an effective method to eliminate irrelevant, redundant and noisy features, which improves the performance of classification and reduces the computational burden in machine learning. In this paper, an improved binary dragonfly algorithm (IBDA) which extends from the conventional dragonfly algorithm (DA) is proposed as a search strategy to design a wrapper-based feature selection method. First, a novel evolutionary population dynamics (EPD) strategy is introduced in IBDA to enhance the exploitation ability while ensuring population diversity of the algorithm. Second, IBDA proposes a novel crossover operator which establishes connections between the crossover rates and iterations so that making the algorithm can adjust the crossover rates of solutions dynamically, thereby balancing the exploitation and exploration of the algorithm. Finally, a binary mechanism is proposed to make the algorithm suitable for the binary feature selection problems. Simulations are conducted on 27 classical datasets from the UC Irvine Machine Learning Repository, and the results demonstrate that the proposed IBDA has better performance than some other comparison algorithms. Moreover, the effectiveness and performance of the proposed improved factors are evaluated by tests.