An Improved binary Non‐Linear Convergent Bi‐phase Mutated Grey Wolf Optimizer (IbGWO) is proposed for solving feature selection problems with two main goals reducing irrelevant features and maximizing accuracy. We used stratified ‐fold cross‐validation that performs stratified sampling on the data to avoid overfitting problems. The fitness function used in the proposed algorithm allows choosing the solution with the minimum number of features if more than one feature has the same highest accuracy. When stratified cross‐validation is performed, the split datasets contain the same share of the feature of interest as the actual dataset. During stratified sampling, the cross‐validation result minimizes the generalization error to a considerable extent, with a smaller variance. Feature selection could be seen as an optimization problem that efficiently removes irrelevant data from high‐dimensional data to reduce computation time and improve learning accuracy. This paper proposes an improved Non‐Linear Convergent Bi‐Phase Mutated Binary Grey Wolf Optimizer (IbGWO) algorithm for feature selection. The bi‐phase mutation enhances the rate of exploitation of GWO, where the first mutation phase minimizes the number of features and the second phase adds more informative features for accurate feature selection. A non‐linear tangent trigonometric function is used for convergence to generalize better while handling heterogeneous data. To accelerate the global convergence speed, an inertia weight is added to control the position updating of the grey wolves. Feature‐weighted K‐Nearest Neighbor is used to enhance classification accuracy, where only relevant features are used for feature selection. Experimental results confirm that IbGWO outperforms other algorithms in terms of average accuracy of 0.8716, average number of chosen features of 6.13, average fitness of 0.1717, and average standard deviation of 0.0072 tested on different datasets and in terms of statistical analysis. IbGWO is also benchmarked using unimodal, multimodal, and IEEE CEC 2019 functions, where it outperforms other algorithms in most cases. Three classical engineering design problems are also solved using IbGWO, which significantly outperforms other algorithms. Moreover, the overtaking percentage of the proposed algorithm is .