Reinforced steering Evolutionary Markov Chain for high-dimensional feature selection

The increasing accessibility of extensive datasets has amplified the importance of extracting insights from high-dimensional data. However, the task of selecting relevant features in these high-dimensional spaces is made more difficult due to the curse of dimensionality. Although Evolutionary Algorithms (EAs) have shown promise in the literature for feature selection, creating EAs for high dimensions is still challenging. To address the problem of feature selection in high dimensions, a novel concept of Evolutionary Reinforced Markov Chain is proposed in this paper. The proposed work has the following contributions and merits: (i) The paradigms of evolutionary computation, reinforcement learning, and Markov chain are incorporated into an integrational framework for feature selection in high dimensional spaces in a recursive manner. (ii) To support the global convergence of the algorithm and manage its computational complexity, a restricted group of the most effective agents is maintained within the evolutionary population. (iii) The dynamic Markov chain process efficiently manages agent evolution and communication, ensuring effective navigation through the search space. (iv) Agents moving in the right way are rewarded with an increase in their associated transition probability, while the agents going in the wrong direction are discouraged with a decrease in their associated transition probabilities; this promotes the establishment of an equilibrium state and leads to convergence. (v) The effective size of successful agents is reduced recursively while progressing through different states to further facilitate the speed of convergence and decrease the number of features. (vi) The performance comparison with state-of-the-art feature selection methods shows a significant improvement and promise of the proposed method over the existing methods.