A binary version of the hybrid grey wolf optimization (GWO) and particle swarm optimization (PSO) is proposed to solve feature selection problems in this paper. The original PSOGWO is a new hybrid optimization algorithm that benefits from the strengths of both GWO and PSO. Despite the superior performance, the original hybrid approach is appropriate for problems with a continuous search space. Feature selection, however, is a binary problem. Therefore, a binary version of hybrid PSOGWO called BGWOPSO is proposed to find the best feature subset. To find the best solutions, the wrapper-based method K-nearest neighbors classifier with Euclidean separation matric is utilized. For performance evaluation of the proposed binary algorithm, 18 standard benchmark datasets from UCI repository are employed. The results show that BGWOPSO significantly outperformed the binary GWO (BGWO), the binary PSO, the binary genetic algorithm, and the whale optimization algorithm with simulated annealing when using several performance measures including accuracy, selecting the best optimal features, and the computational time.

Particle swarm optimization (PSO) is one of the most well-regarded swarm-based algorithms in the literature. Although the original PSO has shown good optimization performance, it still severely suffers from premature convergence. As a result, many researchers have been modifying it resulting in a large number of PSO variants with either slightly or significantly better performance. Mainly, the standard PSO has been modified by four main strategies: modification of the PSO controlling parameters, hybridizing PSO with other well-known meta-heuristic algorithms such as genetic algorithm (GA) and differential evolution (DE), cooperation and multi-swarm techniques. This paper attempts to provide a comprehensive review of PSO, including the basic concepts of PSO, binary PSO, neighborhood topologies in PSO, recent and historical PSO variants, remarkable engineering applications of PSO, and its drawbacks. Moreover, this paper reviews recent studies that utilize PSO to solve feature selection problems. Finally, eight potential research directions that can help researchers further enhance the performance of PSO are provided.

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Feature selection or dimensionally reduction can be considered as a multi-objective minimization problem with two objectives: minimizing the number of features and minimizing the error rate simultaneously. Despite being a multiobjective problem, most existing approaches treat feature selection as a single-objective optimization problem. Recently, Multiobjective Grey Wolf optimizer (MOGWO) was proposed to solve multi-objective optimization problem. However, MOGWO was originally designed for continuous optimization problems and hence, it cannot be utilized directly to solve multi-objective feature selection problems which are inherently discrete in nature. Therefore, in this research, a binary version of MOGWO based on sigmoid transfer function called BMOGW-S is developed to optimize feature selection problems. A wrapper based Artificial Neural Network (ANN) is used to assess the classification performance of a subset of selected features. To validate the performance of the proposed method, 15 standard benchmark datasets from the UCI repository are employed. The proposed BMOGWO-S was compared with MOGWO with a tanh transfer function and Non-dominated Sorting Genetic Algorithm (NSGA-II) and Multi-objective Particle Swarm Optimization (MOPSO). The results showed that the proposed BMOGWO-S can effectively determine a set of non-dominated solutions. The proposed method outperforms the existing multi-objective approaches in most cases in terms of features reduction as well as classification error rate while benefiting from a lower computational cost.

Feature selection has gained much consideration from scholars working in the domain of machine learning and data mining in recent years. Feature selection is a popular problem in Machine learning with the goal of finding optimal features with increase accuracy. As a result, several studies have been conducted on multi-objective feature selection through numerous multi-objective techniques and algorithms. The objective of this paper is to present a systematic literature review of the challenges and issues of the multi-objective feature selection problem and critically analyses the proposed techniques used to tackle this problem. The conducted review covered all related studies published since 2012 up to 2019. The outcomes of the reviewed of these studies clearly showed that no perfect solution to the multi-objective feature selection problem yet. The authors believed that the conducted review would serve as the main source of the techniques and methods used to resolve the problem of multi-objective feature selection. Furthermore, current challenges and issues are deliberated to find promising research domains for further study.