BGR-FS: A bandit-guided redundancy-aware framework for high-dimensional multi-objective feature selection
摘要
High-dimensional data usually contain numerous irrelevant and redundant features, which makes multi-objective feature selection challenging in terms of search-space reduction, redundancy control, and exploration–exploitation balance. To address these issues, this paper proposes Bandit-Guided Redundancy-Aware Feature Selection (BGR-FS), a hybrid evolutionary framework built on NSGA-II. BGR-FS first uses multiclass ANOVA F-score to construct a reduced candidate subspace, and then exploits F-score and ReliefF information to guide the evolutionary search. During offspring generation, a Pearson-correlation-based redundancy control mechanism is introduced to suppress the repeated selection of highly correlated features. Meanwhile, an