An archive based particle swarm optimisation for feature selection in classification

Feature selection aims to select a subset of relevant features from typically a large number of original features, which is a difficult task due to the large search space. Particle swarm optimisation (PSO) is a powerful search technique, but there are some limitations on using the standard PSO for feature selection. This paper proposes a new PSO based feature selection approach, which introduces an external archive to store promising solutions obtained during the search process. The solutions in the archive serve as potential leaders (i.e. global best, gbest) to guide the swarm to search for an optimal feature subset with the lowest classification error rate and a smaller number of features. The proposed approach has two specific methods, PSOArR and PSOArRWS, where PSOArR randomly selects gbest from the archive and PSOArRWS uses the roulette wheel selection to select gbest considering both the classification error rate and also considering the number of selected features. Experiments on twelve benchmark datasets show that both PSOArR and PSOArRWS can successfully select a smaller number of features and achieve similar or better classification performance than using all features. PSOArR and PSOArRWS outperform a PSO based algorithm without using an archive and two traditional feature selection methods. The performance of PSOArR and PSOArRWS are similar to each other.