Evolutionary Multiobjective Feature Selection Assisted by Unselected Features

To enhance the generalization of multi-objective feature selection (MOFS) in classification, this paper proposes an evolutionary multitasking algorithm, diverging from previous approaches that exclusively target selected features. The algorithm integrates information from both selected and unselected features, introducing a novel objective to minimize the accuracy of unselected features. This objective, combined with the goal of minimizing classification errors for selected features, forms an auxiliary MOFS task. The paper presents a dual-population evolutionary multitasking framework that synergizes the main MOFS task with the auxiliary task. A knowledge transfer mechanism, based on accuracy preferences, seamlessly shares insights from the auxiliary to the main task, aiming to identify improved Pareto feature subsets. Empirical results demonstrate the superior performance of several state-of-the-art multi-objective algorithms within this framework, highlighting significant improvements across diverse datasets.