On many-objective feature selection and the need for interpretability

Big data comes with the challenge of containing irrelevant and redundant information (i.e., features). Given that a single objective cannot fully capture a feature’s relevance, a Many-Objective Feature Selection (MOFS) approach able to accommodate various relevant perspectives is preferred for identifying the most appropriate features in a given context. However, MOFS produces a large set of solutions whose interpretability has been largely overlooked. First, we demonstrate the relevance of MOFS and establish its necessity by considering up to six objectives using a genetic algorithm and Naive Bayes on ten datasets for classification tasks. Then, we propose a novel methodology to improve the interpretability of MOFS results in order to support the data scientist in selecting the subset of features pertinent to their use case. Our methodology is instantiated as an intuitive and interactive dashboard that provides insights into the results beyond the pure numerical representation of the objectives being considered and evaluated with 50 participants. The outcome shows that it addresses the need for a methodological approach and comprehensive visualization to achieve interoperability. • This paper presents an empirical analysis of Many-Objective Feature Selection (MOFS). • A novel methodology for interpreting MOFS results is proposed. • The methodology is implemented via an interactive dashboard. • Statistical comparison of the methodology versus the tabular method with 50 subjects. • Sensitivity analysis of the methodology to changes in objective weights.