A Filter-Based Feature Selection and Ranking Approach to Enhance Genetic Programming for High-Dimensional Data Analysis

Genetic programming (GP), as a predictive data analytic tool, has difficulties dealing with high-dimensional problems. Therefore, some GP variants have been proposed for this type of problem, such as multi-stage GP (MSGP). Filter-based feature selection is commonly used in the literature for various machine learning purposes. However, its application for GP is overlooked due to GP's capability to operate as a wrapper-based feature selection while trying to find an optimal expression of the target variable via a functional combination of predictors. The effectiveness of wrapper- and filer-based feature selection approaches in machine learning has been the subject of a long-standing debate in the literature. This study aims to introduce an efficient feature selection approach and couple it with MSGP in order to handle high-dimensional problems. In addition, the stages of the GP are systematically ordered based on the variables' information. The proposed approach is tested against five real high-dimensional datasets. The results show that GP's inherent wrapper feature selection ability can be advanced further by using a filter-based feature selection approach to shrink the search space, which results in improving computational costs, expression complexity and the accuracy of MSGP.