Orthogonal learning covariance matrix for defects of grey wolf optimizer: Insights, balance, diversity, and feature selection

This research's genesis is in two aspects: first, a guaranteed solution for mitigating the grey wolf optimizer's (GWO) defect and deficiencies. Second, we provide new open-minding insights and deep views about metaheuristic algorithms. The population-based GWO has been recognized as a popular option for realizing optimal solutions. Despite the popularity, the GWO has structural defects and uncertain performance and has certain limitations when dealing with complex problems such as multimodality and hybrid functions. This paper tries to overhaul the shortcomings of the original process and develops a GWO variant enhanced with a covariance matrix adaptation evolution strategy (CMAES), levy flight mechanism, and orthogonal learning (OL) strategy named GWOCMALOL. The algorithm uses the levy flight mechanism, orthogonal learning strategy, and CMAES to bring more effective exploratory inclinations. We conduct numerical experiments based on various functions in IEEE CEC2014. It is also compared with 10 other algorithms with competitive performances, 7 improved GWO variants, and 11 advanced algorithms. Moreover, for more systematic data analysis, Wilcoxon signed-rank test is used to evaluate the results further. Experimental results show that the GWOCMALOL algorithm is superior to other algorithms in terms of convergence speed and accuracy. The proposed GWO-based version is discretized into a binary tool through the transformation function. We evaluate the performance of the new feature selection method based on 24 UCI data sets. Experimental results show that the developed algorithm performs better than the original technique, and the defects are resolved. Besides, we could reach higher classification accuracy and fewer feature selections than other optimization algorithms. A narrative web service at http://aliasgharheidari.com will offer the required data and material about this work. (C) 2020 Elsevier B.V. All rights reserved.