An Improved Particle Swarm Optimization for Feature Selection

Particle Swarm Optimization (PSO) is a popular and bionic algorithm based on the social behavior associated with bird flocking for optimization problems. To maintain the diversity of swarms, a few studies of multi-swarm strategy have been reported. However, the competition among swarms, reservation or destruction of a swarm, has not been considered further. In this paper, we formulate four rules by introducing the mechanism for survival of the fittest, which simulates the competition among the swarms. Based on the mechanism, we design a modified Multi-Swarm PSO (MSPSO) to solve discrete problems, which consists of a number of sub-swarms and a multi-swarm scheduler that can monitor and control each sub-swarm using the rules. To further settle the feature selection problems, we propose an Improved Feature Selection (IFS) method by integrating MSPSO, Support Vector Machines (SVM) with F-score method. The IFS method aims to achieve higher generalization capability through performing kernel parameter optimization and feature selection simultaneously. The performance of the proposed method is compared with that of the standard PSO based, Genetic Algorithm (GA) based and the grid search based methods on 10 benchmark datasets, taken from UCI machine learning and StatLog databases. The numerical results and statistical analysis show that the proposed IFS method performs significantly better than the other three methods in terms of prediction accuracy with smaller subset of features.