Efficient feature selection via CMA-ES (Covariance Matrix Adaptation Evolution Strategy)

Efficient Feature Selection via CMA-ES (Covariance Matrix Adaptation Evolution Strategy)

Using evolutionary algorithms for fast feature selection with large datasets

This is part 1 of a two-part series about feature selection. Read part 2 here.

When you’re fitting a model to a dataset, you may need to perform feature selection: keeping only some subset of the features to fit the model, while discarding the rest. This can be necessary for a variety of reasons:

• to keep the model explainable …

evolutionary algorithms feature selection machine learning optimization-algorithms