IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v13y2025i4p675-d1594173.html
   My bibliography  Save this article

A Novel Improved Binary Optimization Algorithm and Its Application in FS Problems

Author

Listed:
  • Boyuan Wu

    (School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang 330013, China)

  • Jia Luo

    (School of Electrical Engineering, Shandong University, Jinan 250061, China)

Abstract

With the rapid advancement of artificial intelligence (AI) technology, the demand for vast amounts of data for training AI algorithms to attain intelligence has become indispensable. However, in the realm of big data technology, the high feature dimensions of the data frequently give rise to overfitting issues during training, thereby diminishing model accuracy. To enhance model prediction accuracy, feature selection (FS) methods have arisen with the goal of eliminating redundant features within datasets. In this paper, a highly efficient FS method with advanced FS performance, called EMEPO, is proposed. It combines three learning strategies on the basis of the Parrot Optimizer (PO) to better ensure FS performance. Firstly, a novel exploitation strategy is introduced, which integrates randomness, optimality, and Levy flight to enhance the algorithm’s local exploitation capabilities, reduce execution time in solving FS problems, and enhance classification accuracy. Secondly, a multi-population evolutionary strategy is introduced, which takes into account the diversity of individuals based on fitness values to optimize the balance between exploration and exploitation stages of the algorithm, ultimately improving the algorithm’s capability to explore the FS solution space globally. Finally, a unique exploration strategy is introduced, focusing on individual diversity learning to boost population diversity in solving FS problems. This approach improves the algorithm’s capacity to avoid local suboptimal feature subsets. The EMEPO-based FS method is tested on 23 FS datasets spanning low-, medium-, and high-dimensional data. The results show exceptional performance in classification accuracy, feature reduction, execution efficiency, convergence speed, and stability. This indicates the high promise of the EMEPO-based FS method as an effective and efficient approach for feature selection.

Suggested Citation

  • Boyuan Wu & Jia Luo, 2025. "A Novel Improved Binary Optimization Algorithm and Its Application in FS Problems," Mathematics, MDPI, vol. 13(4), pages 1-37, February.
  • Handle: RePEc:gam:jmathe:v:13:y:2025:i:4:p:675-:d:1594173
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/13/4/675/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/13/4/675/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Junbo Lian & Ting Zhu & Ling Ma & Xincan Wu & Ali Asghar Heidari & Yi Chen & Huiling Chen & Guohua Hui, 2024. "The educational competition optimizer," International Journal of Systems Science, Taylor & Francis Journals, vol. 55(15), pages 3185-3222, November.
    2. Akshit Kurani & Pavan Doshi & Aarya Vakharia & Manan Shah, 2023. "A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting," Annals of Data Science, Springer, vol. 10(1), pages 183-208, February.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Murat Tasci & Hidir Duzkaya, 2025. "Estimation of Working Error of Electricity Meter Using Artificial Neural Network (ANN)," Energies, MDPI, vol. 18(5), pages 1-16, March.
    2. Chin Soon Ku & Jiale Xiong & Yen-Lin Chen & Shing Dhee Cheah & Hoong Cheng Soong & Lip Yee Por, 2023. "Improving Stock Market Predictions: An Equity Forecasting Scanner Using Long Short-Term Memory Method with Dynamic Indicators for Malaysia Stock Market," Mathematics, MDPI, vol. 11(11), pages 1-20, May.
    3. Jin, Ting & Liang, Feiyan & Dong, Xiaoqi & Cao, Xiaojuan, 2023. "Research on land resource management integrated with support vector machine —Based on the perspective of green innovation," Resources Policy, Elsevier, vol. 86(PB).
    4. Thiago Conte & Roberto Oliveira, 2024. "Comparative Analysis between Intelligent Machine Committees and Hybrid Deep Learning with Genetic Algorithms in Energy Sector Forecasting: A Case Study on Electricity Price and Wind Speed in the Brazi," Energies, MDPI, vol. 17(4), pages 1-31, February.
    5. Mokhtar Jlidi & Oscar Barambones & Faiçal Hamidi & Mohamed Aoun, 2024. "ANN for Temperature and Irradiation Prediction and Maximum Power Point Tracking Using MRP-SMC," Energies, MDPI, vol. 17(12), pages 1-21, June.
    6. Pulikandala Nithish Kumar & Nneka Umeorah & Alex Alochukwu, 2024. "Dynamic graph neural networks for enhanced volatility prediction in financial markets," Papers 2410.16858, arXiv.org.
    7. Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Umar, Muhammad, 2024. "Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting," International Review of Financial Analysis, Elsevier, vol. 94(C).
    8. Saeed Alqadhi & Hoang Thi Hang & Javed Mallick & Abdullah Faiz Saeed Al Asmari, 2024. "Evaluating landslide susceptibility and landscape changes due to road expansion using optimized machine learning," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 120(13), pages 11713-11741, October.
    9. Saima Akhtar & Sulman Shahzad & Asad Zaheer & Hafiz Sami Ullah & Heybet Kilic & Radomir Gono & Michał Jasiński & Zbigniew Leonowicz, 2023. "Short-Term Load Forecasting Models: A Review of Challenges, Progress, and the Road Ahead," Energies, MDPI, vol. 16(10), pages 1-29, May.
    10. Xuecheng He & Jujie Wang, 2024. "A Hybrid Forecasting System Based on Comprehensive Feature Selection and Intelligent Optimization for Stock Price Index Forecasting," Mathematics, MDPI, vol. 12(23), pages 1-27, November.
    11. Qin, Fuli & Tong, Mingyu & Huang, Ying & Zhang, Yubo, 2024. "Modeling, prediction and analysis of natural gas consumption in China using a novel dynamic nonlinear multivariable grey delay model," Energy, Elsevier, vol. 305(C).
    12. Syed Hasan Jafar & Shakeb Akhtar & Hani El-Chaarani & Parvez Alam Khan & Ruaa Binsaddig, 2023. "Forecasting of NIFTY 50 Index Price by Using Backward Elimination with an LSTM Model," JRFM, MDPI, vol. 16(10), pages 1-23, September.
    13. Agnieszka Wawrzyniak & Andrzej Przybylak & Piotr Boniecki & Agnieszka Sujak & Maciej Zaborowicz, 2023. "Neural Modelling in the Study of the Relationship between Herd Structure, Amount of Manure and Slurry Produced, and Location of Herds in Poland," Agriculture, MDPI, vol. 13(7), pages 1-13, July.
    14. Peng, Yaohao & de Moraes Souza, João Gabriel, 2024. "Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?," International Review of Financial Analysis, Elsevier, vol. 95(PB).
    15. You-Shyang Chen & Jieh-Ren Chang & Ying-Hsun Hung & Jia-Hsien Lai, 2023. "Oversampling Application of Identifying 3D Selective Laser Sintering Yield by Hybrid Mathematical Classification Models," Mathematics, MDPI, vol. 11(14), pages 1-30, July.
    16. Clemens Tegetmeier & Arne Johannssen & Nataliya Chukhrova, 2024. "Artificial Intelligence Algorithms for Collaborative Book Recommender Systems," Annals of Data Science, Springer, vol. 11(5), pages 1705-1739, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:13:y:2025:i:4:p:675-:d:1594173. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.