Search

• A two-stage algorithm for high-dimensional feature selection is proposed. • A advanced hybrid ant colony optimization algorithm is proposed. • Our method has good selection performance with short running time. Ant colony optimization (ACO) is widely used in feature selection owing to its excellent global/local search capabilities and flexible graph representation. However, the current ACO-based feature selection methods are mainly applied to low-dimensional datasets. For thousands of dimensional datasets, the search for the optimal feature subset (OFS) becomes extremely difficult due to the exponential increase of the search space. In this paper, we propose a two-stage hybrid ACO for high-dimensional feature selection (TSHFS-ACO). As an additional stage, it uses the interval strategy to determine the size of OFS for the following OFS search. Compared to the traditional one-stage methods that determine the size of OFS and search for OFS simultaneously, the stage of checking the performance of partial feature number endpoints in advance helps to reduce the complexity of the algorithm and alleviate the algorithm from getting into a local optimum. Moreover, the advanced ACO algorithm embeds the hybrid model, which uses the features' inherent relevance attributes and the classification performance to guide OFS search. The test results on eleven high-dimensional public datasets show that TSHFS-ACO is suitable for high-dimensional feature selection. The obtained OFS has state-of-the-art performance on most datasets. And compared with other ACO-based feature selection methods, TSHFS-ACO has a shorter running time. [ABSTRACT FROM AUTHOR]