Hybrid filter-wrapper feature selection using whale optimization algorithm: A multi-objective approach

Feature selection aims at finding the minimum number of features that result in high classification accuracy. Accordingly, the feature selection is considered as a multi-objective problem. However, most existing approaches treat feature selection as single-objective problem, and they are often divided into two main categories: filter and wrapper methods. Filters are known as fast methods but less accurate, while wrappers are computationally expensive but with high classification performance. This paper proposes a novel hybrid filter-wrapper feature selection approach using whale optimization algorithm (WOA). The proposed method is a multi-objective algorithm in which a filter and wrapper fitness functions are optimized simultaneously. Our algorithm's efficiency is demonstrated through an extensive comparison with seven well-known algorithms on twelve benchmark datasets. Experimental results show the ability of the proposed algorithm to obtain several subsets that include smaller number of features with excellent classification accuracy.