Chain hybrid feature selection algorithm based on improved Grey Wolf Optimization algorithm

by Xiaotong Bai, Yuefeng Zheng, Yang Lu, Yongtao Shi

Hybrid feature selection algorithm is a strategy that combines different feature selection methods aiming to overcome the limitations of a single feature selection method and improve the effectiveness and performance of feature selection. In this paper, we propose a new hybrid feature selection algorithm, to be named as Tandem Maximum Kendall Minimum Chi-Square and ReliefF Improved Grey Wolf Optimization algorithm (TMKMCRIGWO). The algorithm consists of two stages: First, the original features are filtered and ranked using the bivariate filter algorithm Maximum Kendall Minimum Chi-Square (MKMC) to form a subset of candidate features S₁; Subsequently, S₁ features are filtered and sorted to form a candidate feature subset S₂ by using ReliefF in tandem, and finally S₂ is used in the wrapper algorithm to select the optimal subset. In particular, the wrapper algorithm is an improved Grey Wolf Optimization (IGWO) algorithm based on random disturbance factors, while the parameters are adjusted to vary randomly to make the population variations rich in diversity. Hybrid algorithms formed by combining filter algorithms with wrapper algorithms in tandem show better performance and results than single algorithms in solving complex problems. Three sets of comparison experiments were conducted to demonstrate the superiority of this algorithm over the others. The experimental results show that the average classification accuracy of the TMKMCRIGWO algorithm is at least 0.1% higher than the other algorithms on 20 datasets, and the average value of the dimension reduction rate (DRR) reaches 24.76%. The DRR reached 41.04% for 12 low-dimensional datasets and 0.33% for 8 high-dimensional datasets. It also shows that the algorithm improves the generalization ability and performance of the model.