Title
Multi-objective evolutionary algorithms for feature selection: application in bankruptcy prediction
Abstract
A Multi-Objective Evolutionary Algorithm (MOEA) was adapted in order to deal with problems of feature selection in datamining. The aim is to maximize the accuracy of the classifier and/or to minimize the errors produced while minimizing the number of features necessary. A Support Vector Machines (SVM) classifier was adopted. Simultaneously, the parameters required by the classifier were also optimized. The validity of the methodology proposed was tested in the problem of bankruptcy prediction using a database containing financial statements of 1200 medium sized private French companies. The results produced shown that MOEA is an efficient feature selection approach and the best results were obtained when the accuracy, the errors and the classifiers parameters are optimized.
Year
DOI
Venue
2010
10.1007/978-3-642-17298-4_33
SEAL
Keywords
Field
DocType
feature selection,support vector machines,multi-objective evolutionary algorithm,private french company,classifiers parameter,best result,bankruptcy prediction,financial statement,efficient feature selection approach,data mining,evolutionary algorithms,support vector machine
Data mining,Feature selection,Evolutionary algorithm,Computer science,Support vector machine,Bankruptcy prediction,Artificial intelligence,Classifier (linguistics),Machine learning
Conference
Volume
ISSN
ISBN
6457
0302-9743
3-642-17297-0
Citations 
PageRank 
References 
4
0.45
18
Authors
7