Feature selection in high-dimensional EEG data by parallel multi-objective optimization

Feature selection is required in many applications that involve high dimensional model building or classification problems. Many bioinformatics applications belong to this type. Recently, some approaches for supervised and unsupervised feature selection as a multi-objective optimization problem have been proposed. As the performance of unsupervised classification is evaluated through the quality of the obtained groups or clusters in the data set to be classified, it is difficult to define a suitable objective function that drives the selection of the features. Thus, several evaluation measures, and thus multi-objective clustering characterization, could provide a suitable set of features for unsupervised classification. In this paper, we consider the parallel implementation of a multi-objective feature selection that makes it possible to apply it to complex classification problems such as those having many features to select, and specifically high-dimensional data sets with much more features than data items. In this paper, we propose master-worker implementations of two different parallel evolutionary models, the parallel computation of the cost functions for the individuals in the population, and the parallel execution of evolutionary multi-objective procedures on subpopulations. The experiments accomplished on different benchmarks, including some related with feature selection in classification of EEG (Electroencephalogram) signals for BCI (Brain Computer Interface) applications, show the benefits of parallel processing not only for decreasing the running time, but also for improving the solution quality.