A lexicographic multi-objective genetic algorithm for multi-label correlation-based feature selection

This paper proposes a new Lexicographic multi-objective Genetic Algorithm for Multi-Label Correlation-based Feature Selection (LexGA-ML-CFS), which is an extension of the previous single-objective Genetic Algorithm for Multi-label Correlation-based Feature Selection (GA-ML-CFS). This extension uses a LexGA as a global search method for generating candidate feature subsets. In our experiments, we compare the results obtained by LexGA-ML-CFS with the results obtained by the original hill climbing-based ML-CFS, the single-objective GA-ML-CFS and a baseline Binary Relevance method, using ML-kNN as the multi-label classifier. The results from our experiments show that LexGA-ML-CFS improved predictive accuracy, by comparison with other methods, in some cases, but in general there was no statistically significant different between the results of LexGA-ML-CFS and other methods.