Mayfly in Harmony: A New Hybrid Meta-Heuristic Feature Selection Algorithm

Feature selection is a process to reduce the dimension of a dataset by removing redundant features, and to use the optimal subset of features for machine learning or data mining algorithms. This helps to minimize the time requirement to train a learning algorithm as well as to lessen the storage requirement by ignoring the less-informative features. Feature selection can be considered as a combinatorial optimization problem. In this paper, the authors have presented a new feature selection algorithm called Mayfly-Harmony Search (MA-HS) based on two meta-heuristics namely Mayfly Algorithm and Harmony Search. Mayfly Algorithm has not hitherto been used for feature selection problems to the best of the authors knowledge. An S-shaped transfer function is incorporated for converting it into a binary version of Mayfly Algorithm. When different candidate solutions obtained from various regions of the search space using Mayfly Algorithm are taken into the harmony memory and processed by Harmony Search, a superior solution can be ensured. This is the primary reason for proposing a hybrid of Mayfly Algorithm and Harmony Search. Thus, combining harmony search with Mayfly Algorithm leads to an increased exploitation of the search space and an overall improvement in the performance of Mayfly-Harmony Search (MA-HS) algorithm. The proposed algorithm has been applied on 18 UCI datasets and compared with 12 other state-of-the-art meta-heuristic FS methods. Experiments have also been performed on three high-dimensional microarray datasets. The results obtained support the superior performance of the algorithm compared to the other methods. The source code of the proposed algorithm can be found using the link as follows: https://github.com/trin07/MA-HS.