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Toward an optimal and structured feature subset selection for multi-target regression using genetic algorithm

Syed, Farrukh Hasan

Abstract

Multi Target Regression (MTR) is a machine learning method that simultaneously predicts multiple real-valued outputs using a set of input variables. A lot of emerging applications that can be mapped to this class of problem. In MTR method one of the critical aspect is to handle structural information like instance and target correlation. MTR algorithms attempt to exploit these interdependences when building a model. This results in increased model complexities, which in turn, reduce the interpretability of the model through manual analysis of the result. However, data driven real-world applications often require models that can be used to analyze and improve real-world workflows. Leveraging dimensionality reduction techniques can reduce model complexity while retaining the performance and boost interpretability. This research proposes multiple feature subset alternatives for MTR using genetic algorithm, and provides a comparison of the different feature subset selection alternatives in conjunction with MTR algorithms. We proposed a genetic algorithm based feature subset selection with all targets and with individual target keeping the structural information intact in the selection process. Experiments are performed on real world benchmarked MTR data sets and the results indicate that a significant improvement in performance can be obtained with comparatively simple MTR models by utilizing optimal and structured feature selection.

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Recei ed 8 Oc obe 2023, accep ed 22 Oc obe 2023, da e o publica ion 26 Oc obe 2023, da e o cu en e sion 6 No embe 2023. Digi al Objec Iden i ie 10.1109/ACCESS.2023.3327870 Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o Mul i-Ta ge Reg ession Using Gene ic Algo i hm FARRUKH HASAN SYED1, MUHAMMAD ATIF TAHIR 1, JAROSLAV FRNDA 2,3, (Senio Membe , IEEE), MUHAMMAD RAFI 1, MUHAMMAD SHAHID ANWAR 4, AND JAN NEDOMA 3, (Senio Membe , IEEE) 1School o Compu ing, Depa men o Compu e Science, Na ional Uni e si y o Compu e and Eme ging Sciences, Islamabad 44000, Pakis an 2Depa men o Quan i a i e Me hods and Economic In o ma ics, Facul y o Ope a ion and Economics o T anspo and Communica ions, Uni e si y o Žilina, 01026 Žlina, Slo akia 3Depa men o Telecommunica ions, Facul y o Elec ical Enginee ing and Compu e Science, VSB—Technical Uni e si y o Os a a, 70800 Os a a, Czech Republic 4Depa men o AI and So wa e, Gachon Uni e si y, Seongnam-si 13120, Sou h Ko ea Co esponding au ho s: Muhammad Ra i ([email p o ec ed]) and Muhammad Shahid Anwa (shahidanwa [email protected] ) This wo k was suppo ed in pa by he Minis y o Educa ion, You h and Spo s o he Czech Republic conduc ed by he VSB—Technical Uni e si y o Os a a, Czechia, unde G an 2023/39 and G an 2023/42; and in pa by he Eu opean Union wi hin he REFRESH P ojec —Resea ch Excellence Fo Region Sus ainabili y and High-Tech Indus ies, o he Eu opean Jus T ansi ion Fund’’ unde G an ‘‘CZ.10.03.01/00/22003/0000048.’’ ABSTRACT Mul i Ta ge Reg ession (MTR) is a machine lea ning me hod ha simul aneously p edic s mul iple eal- alued ou pu s using a se o inpu a iables. A lo o eme ging applica ions ha can be mapped o his class o p oblem. In MTR me hod one o he c i ical aspec is o handle s uc u al in o ma ion like ins ance and a ge co ela ion. MTR algo i hms a emp o exploi hese in e dependences when building a model. This esul s in inc eased model complexi ies, which in u n, educe he in e p e abili y o he model h ough manual analysis o he esul . Howe e , da a d i en eal-wo ld applica ions o en equi e models ha can be used o analyze and imp o e eal-wo ld wo k lows. Le e aging dimensionali y educ ion echniques can educe model complexi y while e aining he pe o mance and boos in e p e abili y. This esea ch p oposes mul iple ea u e subse al e na i es o MTR using gene ic algo i hm, and p o ides a compa ison o he di e en ea u e subse selec ion al e na i es in conjunc ion wi h MTR algo i hms. We p oposed a gene ic algo i hm based ea u e subse selec ion wi h all a ge s and wi h indi idual a ge keeping he s uc u al in o ma ion in ac in he selec ion p ocess. Expe imen s a e pe o med on eal wo ld benchma ked MTR da a se s and he esul s indica e ha a signi ican imp o emen in pe o mance can be ob ained wi h compa a i ely simple MTR models by u ilizing op imal and s uc u ed ea u e selec ion. INDEX TERMS Mul i- a ge eg ession, ea u e selec ion, gene ic algo i hm, single a ge , mul iple objec i es. I. INTRODUCTION Mul i- a ge Reg ession (MTR) has been ecei ing inc easing a en ion in he esea ch communi y [1],[2],[3]. Wi h he exponen ial inc ease in au oma ion and da a collec ion, da a-d i en decision-making is becoming a no m in almos The associa e edi o coo dina ing he e iew o his manusc ip and app o ing i o publica ion was Wen ao Fan . all a eas o li e. Inc easing eal-wo ld si ua ions a e being iden i ied whe e he objec i e is o make in e ence abou se e al a ge a iables a he same ime. Reg ession asks in gene al and mul i- a ge eg ession asks in pa icula ha e a as numbe o applica ions anging om economics, business and inance o heal h, enginee ing and space esea ch, e c. [4],[5],[6]. Since MTR p oblems deal wi h mul iple a ge a iables, la ge sys ems wi h complex 121966 2023 The Au ho s. This wo k is licensed unde a C ea i e Commons A ibu ion-NonComme cial-NoDe i a i es 4.0 License. Fo mo e in o ma ion, see h ps://c ea i ecommons.o g/licenses/by-nc-nd/4.0/ VOLUME 11, 2023 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR FIGURE 1. Classi ica ion o sola la e in ensi ies ([7]). in e ela ed componen s can be modeled using mul i- a ge eg ession algo i hms. Fo ins ance, Figu e 1(a) shows sola la es o di e en in ensi ies while Figu e 1(b) shows hei i adiance in ensi- ies. The in ensi ies o he emissions a e used o ca ego ize he sola la es. A sola e en can esul in emissions o mul iple in ensi ies, and is he e o e a classical mul i- a ge p oblem. The al eady challenging p oblem o mul i- a ge p edic ion and analysis is u he agg a a ed by (i) complex in e depen- dencies be ween he a ge a iables, and (ii) issues a ising om high dimensionali y o he ea u e space, popula ly e e ed o as he ‘‘Cu se o Dimensionali y’’. To he bes o ou knowledge, mos o he esea ch un il now has ocused on he a ge in e dependency modeling p oblem, bu e y li le wo k has been done on add essing he dimensionali y issues o imp o e model pe o mance. This esea ch aims o in es iga e ea u e selec ion as a iable pe o mance imp o emen app oach o mul i- a ge eg ession p oblems. This esea ch is ela ed o i s semi-supe ised coun e pa p oposed in [8]. The p oblem o cu se o dimensionali y is inhe en in all machine lea ning asks. I collec i ely e e s o he p oblems which a ise in modeling o high dimension da a [9],[10]. As a esul , models become complex [11]. This complexi y leads o low p edic i e accu acy and in e p e abili y, and an inc eased un ime. This p oblem is compounded when he numbe o a ailable examples o lea ning is ew, which is usually he case in p ac ical cases [12]. To sol e hese p oblems, a numbe o echniques exis , which gene ally do so by educing he dimensions o he da a. Fea u e selec ion echniques [13] help ule ou ea u es which a e i ele an o edundan . The o iginal ea u es a e no ans o med o modi ied in any way; hus, he unde s andabili y and he con ex is p ese ed. The issue wi h ea u e selec ion is o decide which ea u es o keep and which ones o d op om he se o a ailable ea u es. Gi en he la ge s a e space usually p esen ed by he ea u es, an exhaus i e sea ch is almos always ou o ques ion. One me hod ha has been used ex ensi ely o he pu pose o ea u e selec ion is he use o E olu iona y Algo i hms which a e me aheu is ic algo i hms inspi ed by he e olu iona y p ocesses in na u e [14],[15]. One commonly used e olu iona y algo i hm is he Gene ic Algo i hm (GA) [16]. GAs wi h hei ope a o s o c osso e and mu a ion, allow a as e explo a ion o di e en ea u e combina ions in an e ec i e manne . They a e mos commonly used algo i hms o op imiza ion p oblems, gi en hei lexible na u e, ease o adap a ion and a iabili y o pa ame e uning possibili ies [17],[18]. The p ocess o selec ing ea u es o mul i- a iable lea ning aces added complica ions since he e a e mul iple dependen a iables. Fo example, does he e exis a common ea u e subse which can be used o all a ge a iables? O , is using a di e en subse o ea u es o each a ge he way o go? I a common ea u e subse is used, dec easing e o o one a ge may inc ease he e o o some o he a ge and ice e sa. The e a e a huge numbe o eal-wo ld analy ics and op imiza ion p oblems ha ace his issue [19],[20]. In such a case, e en i a e age e o is used as an e alua ion me ic, he e o in some a ge s migh educe while o some a ge s, he e o may inc ease o an unaccep able le el. Keeping he abo e ques ions in mind, his pape in es i- ga es he e ec o ea u e selec ion on mul i- a ge eg ession asks using gene ic algo i hms. The objec i e o his esea ch is as ollows: OI: To show ha by educing ea u es using ea u e selec ion, a pa o be e esul s can be ob ained compa ed o exis ing MTR me hods. OII: To alle ia e he issues collec i ely e e ed o as he cu se o dimensionali y issues o high dimension MTR p oblems. OIII: To imp o e in e p e abili y and pe o mance o exis - ing MTR models. Fo any mul i- a ge ask, he e a e wo basic app oaches a ailable. 1) To app oach he p oblem as independen modeling p oblems o each o he a ge s. 2) To use mul i- a ge eg ession algo i hms ha can also model he in e ac ions be ween he a ge s in o de o explo e in e a ge dependencies. Based on he abo e men ioned app oaches, we p opose wo a ia ions as pa o his esea ch. Fo he i s app oach, we will be using he baseline app oach called Single Ta ge (ST) [21], while o he second app oach, we will be using wo me hods mul i- a ge eg ession algo i hms, S acked Single Ta ge (SST) and Ensemble o Reg esso Chains (ERC) [22]. Al hough a numbe o o he mul i- a ge eg ession algo i hms exis , we ha e chosen hese h ee algo i hms due o he ac ha he same base eg esso can be used o all h ee algo i hms. Thus only he e ec o ea u e selec ion can be isola ed and in es iga ed. VOLUME 11, 2023 121967 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR Based on he abo e men ioned pa ame e s, he ollowing s eps shown in igu e 2 o iden i y and p opose ele an solu ion: FIGURE 2. S udy p ocess lowcha . The es o he pape is o ganized as ollows: Sec ion II p esen s a discussion o he exis ing easea ch in he a ea o mul i- a ge eg ession and ea u e selec ion. I also gi e a b ie o e iew o using GA as a ool o ea u e selec ion. Sec ion III desc ibes he de ails o he p oposed me hod, along wi h a desc ip ion o he algo i hms and echniques used in he expe imen s. I also lis s he da ase s used in he expe imen s. Sec ion IV p esen s comp ehensi e esul s o he expe imen s and a discussion on he ex en o which he objec i es o he esea ch ha e been achie ed. Sec ion V ends he pape wi h a discussion on he ad an ages and disad an ages o he p oposed app oach and some u u e di ec ions o he esea ch. II. RELATED WORK Mul i- a ge eg ession [23],[24] has gained ocus ecen ly wi h many p ac ical applica ions and p oblems being unco e ed which equi e p edic ion o alues o mul iple a ge a iables ha ing con inuous ou pu s. Some in e es ing examples include p edic ing cus ome p epaid op-ups [25], p edic ion o d ug e icacy [26], p edic ion o lou quali y [27], human b ain ac i i y p edic ion [28] whe e he ac i i y o adjacen a eas o he b ain need o be mapped simul aneously o a be e unde s anding o b ain ac i i y, ecosys em s udy such as in [29] whe e eadings o a ious a ibu es o ege a ion a a ce ain loca ion need o be s udied oge he , in epidemiological s udies, by s udying mul iple a iables o a disease o diseases, and hei in e dependence [30], and many mo e. Up o a ce ain ex en , he echniques de eloped o Mul ilabel Classi ica ion (MLC) can be adap ed o MTR p oblems as well [21], while some me hods, o example, Mul i-Objec i e Decision T ee [31], Mul i-Objec i e Ran- dom Fo es (MORF) [32], Ensembles o Mul i-Objec i e Decision T ees [33] ha e been de eloped speci ically o Mul i- a ge Reg ession (MTR). Al hough a lo o wo k has been done on ea u e selec ion o adi ional machine lea ning algo i hms, no much wo k has been done o imp o e MTR algo i hm pe o mance using ea u e selec ion and mos wo k has ocused on model de elopmen . Table 1p esen s a summa y demons a ing his concep . TABLE 1. MTR model de elopmen . As can be om able 1, mos g ound-b eaking MTR pape s discuss algo i hm de elopmen and adap ing MTC algo i hms o MTR. Fo all machine lea ning asks, he quali y o ea u es plays he mos impo an ole. E en he pe o mance o he mos powe ul algo i hms su e s i a sui able se o ea u es is no used. In his ega d, ea u e selec ion me hods play a e y impo an ole. Fea u e selec ion can help in no only imp o ing he esul s by educing he p oblems associa ed wi h cu se o dimension- ali y and o e i ing, bu also in dec easing he un ime o he model [34]. Fea u e selec ion app oaches a e gene ally di ided in o h ee ca ego ies: Fil e app oach, W appe app oach and Embedded app oach. E olu iona y algo i hms, and especially GA and i s a ia ions ha e ound hei way in o a numbe o ea u e selec ion applica ions and ha e been used since long. They a e used as w appe me hods, which means hey use he unde lying machine lea ning algo i hm o e alua e subse pe o mance. GA wi h i s c osso e and mu a ion ea u es o e s a good balance o exploi a ion and explo a ion in o de o sea ch h ough a la ge space o ea u e combina ions ha make up he sea ch space. III. METHODOLOGY A. DATASETS Fo expe imen s and e alua ion, expe imen s we e pe o med using benchma k mul i- a ge eg ession da ase s.1 1h p://mulan.sou ce o ge.ne /da ase s-m .h ml 121968 VOLUME 11, 2023 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR TABLE 2. Mul i- a ge Reg ession Da ase s. ddeno es he numbe o dimensions o ea u es, while mdeno es he numbe o a ge s o each da a se . The da ase s a e a ailable o download publicly. A sum- ma y o he da ase s is gi en in Table 2. B. EVALUATION MEASURE Fo mul i- a ge eg ession, Rela i e Roo Mean Squa ed E o (RRMSE) [22] is used as he e alua ion measu e. RRMSE is de ined as: RRMSE = u u P(x,y)ϵD es (ˆyj−yj)2 P(x,y)ϵD es (¯ Yj−yj)2(1) In he abo e gi en equa ion (1),yjis he g ound u h alue, ˆyjis he p edic ed alue and ¯ Yjis he mean alue o he a ge a iable Yjob ained om he aining se . C. BENCHMARK MTR METHODS A b ie desc ip ion o he algo i hms is gi en below: •Single Ta ge : Single Ta ge me hod is he baseline me hod o mul i- a ge eg ession and igno es a ge in e dependencies. I is inspi ed by i s mul ilabel coun e pa called Bina y Rele ance [42]. The idea is o decompose he ‘m’ a ge p oblem in o ‘m’ independen single a ge p oblems and hen applying any sui able adi ional eg ession algo i hm. •S acked Single Ta ge : In SST, he aining phase has wo s ages. In he i s s age, ‘m’ independen models a e ained, one o each a ge (whe e ‘m’ is he numbe o a ge a iables). In he second s age, he ‘m’ models a e used o p edic he alues o he ‘m’ a ge s. Then, he inpu ea u es a e augmen ed using hese p edic ions. Now, a second se o ‘m’ models, i.e. one o each a ge , is lea ned using he augmen ed ea u e space. A es ime, he models ained in he i s phase a e i s used o ou pu ‘m’ p edic ions, and based on hese p edic ions, he ea u e space is augmen ed and inpu o he second phase om which he inal ou pu is ob ained. •Ensemble o Reg esso Chains: ERC is based on he Reg esso Chains [23] concep and consis s o an ensemble o Reg esso Chains (RC). A chain o a ge a iables in cons uc ed by o de ing he a iables andomly. A sepa a e eg ession model is de eloped o each a ge by using a chain o a ge s o augmen he ea u e space. Since using only one chain can cause bias due o chaining o de , in ERC an ensemble o such chains is used. Final p edic ion is ob ained by a e aging he p edic ions om each chain. Since a p edic ion ime, he ac ual alues o he a ge s a e no known, he p edic ed alues a e ob ained simila o SST. D. WRAPPER BASED FEATURE SELECTION APPROACH Fo any ea u e selec ion echnique, he gene al p ocess is ela i ely he same as shown in Figu e 3: FIGURE 3. The p ocess o ea u e selec ion. Since he objec i e o his esea ch was o in es iga e ea u e selec ion in conjunc ion wi h MTR algo i hms, he e o e, a w appe app oach was used. The eason o including MTR algo i hms was ha each algo i hm di e s in how he a ge s a e included in he inal model, so using he algo i hms hemsel es as he e alua ion unc ion will s ill allow any use ul a ge in e ac ion o be cap u ed. The e o e, he powe o MTR algo i hms will be e ained wi h he added bonus o a educed ea u e coun . E. FEATURE SELECTION ALGORITHM Gene ic algo i hm (GA) uses he ope a o s o selec ion, c osso e and mu a ion. Each o he ope a o s pe o m hei espec i e ope a ions on a se o candida e solu ions ( ea u e subse s) called ‘popula ion’. The selec ion ope a o selec s he candida e solu ions o c osso e based on hei pe o mance. The c osso e ope a o combines wo (o some imes mo e) candida e solu ions o p oduce new candida e solu ions. The in ui ion is ha he child solu ions om good pa en solu ions will combine he s eng hs o he pa en solu ions. Since con inuous c osso e s can esul in con e gence o he popula ion owa ds one op imum esul , possibly a local op imum, as simila solu ions a e epea edly combined, mu a ion ope a o is used o add di e si y o he popula ion by andomly changing some indi iduals p esen in he popula ion. Mu a ion allows he solu ions o escape om local op ima by c ea ing solu ions ha a e di e en om he cu en popula ion. GA allow as e explo a ion o he s a e space along wi h ele an exploi a ion o p omising solu ions. Ano he ad an age o GA is ha hese beha iou s can be modi ied by uning o he GA pa ame e s which a e gene ally simple, and hus, do no equi e ex ensi e addi ional knowledge. GA is also domain independen and can be applied o p oblems o da a se i espec i e o hei domains. Howe e , nume ous modi ica ions a e also possible in case VOLUME 11, 2023 121969 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR domain knowledge o heu is ics need o be inco po a ed o ce ain si ua ions. F. METHODOLOGY The p oposed me hod uses he Single Ta ge (ST) me hod o ind sui able ea u e subse s o each a ge . Fo GA-FS- Ta ge , a ea u e selec ion o each a ge is ound indepen- den ly by conside ing he m- a ge mul i- a ge eg ession ask as msepa a e single a ge eg ession asks. Fo GA-FS- MTR, a common ea u e subse is ound by inding a ea u e subse which minimizes he a e age e o o all he a ge s. A s ep by s ep explana ion o he whole p ocess is gi en below: •Encoding and Popula ion Ini ializa ion: Fea u e sub- se s a e encoded in he o m o s ings o 0’s and 1’s. The 1’s deno e he p esence o a ea u e in a subse , while 0’s deno e i s absence. A numbe o candida e solu ions o ea u e subse s in he o m o s ings o 0’s and 1’s a e gene a ed andomly. •Fi ness Calcula ion: Each candida e solu ion is passed o he eg esso and he e o is ob ained. In he case o GA-FS-Ta ge , he candida e solu ion co esponds o one a ge a a ime, while in he case o GA-FS-MTR, he candida e solu ion co esponds o all he a ge s oge he . The e o e, o he o me case, Rela i e Roo Mean Squa ed E o (RRMSE) o one a ge ha is unde conside a ion is conside ed as he i ness o he candida e solu ion, while o he la e case, he A e age Rela i e Roo Mean Squa ed E o s (ARRMSE) o all a ge s is conside ed as he i ness o he candida e solu ion. •Selec ion: The bes candida e solu ions i.e. he ea u e subse s wi h he lowes e o a e selec ed o u he p ocessing. •C osso e : C osso e ope a o is used o gene a e new candida e solu ions by combining any wo candida e solu ions as depic ed in Figu e 4. FIGURE 4. Single poin c osso e . The bi s om Pa en 1 and Pa en 2 and combined using he c osso e ope a o o ob ain Child 1 and Child 2. The c osso e p obabili y is dependen on he i ness o solu ions. Candida e solu ions wi h highe i ness a e mo e likely o be selec ed as pa en s o c osso e . •Mu a ion: Mu a ion ope a o is used o main ain a le el o di e si y in he solu ions. In his case, his change consis ed o changing a ‘0’ in he candida e solu ion s ing o a ‘1’ o ice e sa as depic ed in Figu e 5. FIGURE 5. One bi mu a ion. A a iable a e o mu a ion was used o hese expe - imen s. Fo he i s ew gene a ions, he mu a ion a e was kep e y high, as mo e explo a ion was equi ed. The mu a ion a e was dec eased a e a ew gene a ions, and hen dec eased u he a e a ew mo e. To compensa e o he high a e o mu a ion and a oid mu a ion o good solu ions, he mu a ion p ocess was se up such ha he bes solu ions in he popula ion we e ne e mu a ed. •Gene a ion: This cycle con inues un il he s opping c i e ia is ob ained. Fo hese expe imen s, he e we e wo s opping c i e ia: ei he i a be e solu ion was no ound o wen y consecu i e gene a ions, o a p ede ined numbe o gene a ions was eached. Complexi y Analysis: •I M is he dimension o he da a se , hen o gene a e N indi iduals, he ime complexi y would be close o O(M*N). •I F is he ime aken o e alua e a i ness unc ion, hen he ime complexi y o popula ion would be O(F*N) •Time complexi y o c osso e O(L), mu a ion O(MU) •I G is he numbe o gene a ions, hen he o al ime complexi y o he algo i hm may be deno ed as: Complexi yGA =G∗O(M∗N∗F∗L∗MU) (2) Equa ion 2can be used o ob ain a ough es ima e o he unning ime o he p oposed app oach as well. Gene ic algo i hms o en p o ide he mos ad an age o op imiza ion p oblems whe e he popula ion size is ela i ely small compa ed o he size o he p oblem. The s a e space o ea u e selec ion can be deno ed as: S=2m, whe e mis he numbe o ea u es. In he case o ea u e selec ion, he numbe o ea u es can exceed hund eds o housands which esul s in a huge s a e space and he numbe o popula ion (N) is ex emely small as compa ed o (S). Since one o he objec i es o using GA o ea u e selec ion was o explo e la ge s a e space o ea u es quickly, he e o e, apa om mu a ion, we ha e also in oduced one mo e mechanism o inc ease he p opo ion o s a e space explo a ion. I he numbe o candida e solu ion goes below a h eshold due o he selec ion p ocess, new andom candida e solu ions a e gene a ed and added o he popula ion. This allows o he numbe o solu ions o emain a a ce ain numbe , while also in oducing di e se candida e solu ions in o he popula ion. Two a ia ions o p oposed app oach ha e been e alua ed o hese expe imen s. Figu es 6(a) and 6(b) show he 121970 VOLUME 11, 2023 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR p oposed me hods g aphically and hei desc ip ion is gi en below: FIGURE 6. G aphical ep esen a ions o he p oposed me hods. 1) GENETIC ALGORITHM FEATURE SELECTION MULTI-TARGET (GA-FS-MTR) The p oposed me hod GA-FS-MTR wo ks by inding a common ea u e subse which educes he a e age e o o all a ge s. Fo hese expe imen s, he ST app oach was used o ind he common ea u e subse which was hen e alua ed using di e en MTR algo i hms. A popula ion o candida e solu ions was ini ialized andomly. One by one, each ea u e subse was passed o he ST algo i hm. Since ST e alua es he ea u es pe a ge , he ob ained esul s we e a e aged o ind he ARRMSE. The ea u e subse s wi h he lowes ARRMSE we e selec ed o u he p ocessing. A e a p econ igu ed numbe o gene a ions was eached, he subse wi h he lowes ARRMSE was conside ed as he bes one. Finally, he ob ained ea u e subse s we e used in conjunc ion wi h he MTR algo i hms; Single Ta ge (GA-FS-MTR(ST)), S acked Single Ta ge (GA-FS-MTR(SST)) and Ensemble o Reg esso Chains (GA-FS-MTR(ERC)), o ob ain he inal esul s. The ad an age o using his app oach is ha any a ge in e dependencies a e also inco po a ed in he inal p edic ion model. 2) GENETIC ALGORITHM FEATURE SELECTION USING SEPARATE FEATURES (GA-FS-TARGET) The p oposed me hod GA-FS-Ta ge wo ks by inding a ge speci ic ea u es o each a ge sepa a ely. One ad an age o using his echnique is ha no MTR algo i hms a e needed. The e o e, he complexi y o he model is dec eased. Ano he si ua ion whe e his me hod may also be use ul is when o any MTR p oblem, he e a e some a ge s ha a e mo e impo an han o he s. When using MTR algo i hms, each a ge is conside ed equally. This p oposed me hod can p o ide an imp o emen o e baseline me hods while allowing lexibili y o handling each a ge di e en ly. Simila o he i s a ia ion, a popula ion o candida e solu ions we e ini ialized andomly. The candida e solu ions we e e alua ed using ST, bu he RRMSE o a single a ge was conside ed each ime. E en ually, he ea u e subse which minimized he RRMSE o a ge ‘mi’ was conside ed he bes ea u e subse o a ge ‘mi’. The p ocess was hen epea ed o each a ge . In his way, o a da ase wi h ‘m’ a ge s, ‘m’ ea u e subse s we e ound. I would be pe inen o men ion he e ha in each case, he ST me hod was used o ind he ea u e subse . The eason is ha since he MTR algo i hms also inco po a e a ge in o ma ion when gene a ing he models, only he ea u e subse s e u ned by using MTR algo i hms would no ha e gi en an accu a e pic u e o he ea u e impo ance. G. EXPERIMENTAL SETTINGS All expe imen s we e ca ied ou using Mulan and Weka [43]. The da a was di ided in o wo equal hal . 15- old c oss alida ion was used o ea u e selec ion expe imen s using hal o he da a. The expe imen s we e pe o med using ‘ ep ee’ as base eg esso . Once he bes ea u e subse s we e iden i ied, he educed ea u es we e used o aining and es ing on he second hal o he da a o ob ain inal esul s which a e epo ed in he pape . This was also ca ied ou using 10- old c oss alida ion. Fo he gene ic algo i hm, a s anda d single poin c osso e was used. The mu a ion a e was se andomly. Ini ially, a highe mu a ion a e was se o encou age explo a ion. I was dec eased o e he cou se o he subsequen ly gene a ions. IV. RESULTS AND DISCUSSIONS This sec ion p esen s he esul s o he expe imen s and sepa a e discussions o each compa ed me hod. The esul s a e p esen ed o show a compa ison o he p oposed me hods wi h hei espec i e baseline me hods. In each case, he p oposed a ia ion can be seen o ha e imp o ed he pe o mance o he he baseline me hod. In he Pe Ta ge me hod, a Single Ta ge (ST) app oach is employed. The e o e, his p oposed me hod is compa ed wi h all he baseline me hods using Table 12. A. COMPARISON WITH (GA-FS-MTR) GA-FS-MTR-SO: The p oposed GA-FS-MTR-SO me hod p o ides an imp o emen in pe o mance compa ed o he benchma k me hods in all ins ances excep a ew. Tables 3, 4and 5show he esul s. The ST me hod achie es an a e age pe o mance imp o e- men o a ound 7.42% compa ed o i s baseline by using he p oposed app oach in he majo i y o he da a se s, as well as on a e age. The s anda d de ia ion is also less, showing ha esul s do no a y e y la gely. The SST me hod also achie es a pe o mance imp o e- men o a ound 14.5% compa ed o i s baseline me hod by using he p oposed app oach in he majo i y o he da a se s. The a e age pe o mance and he s anda d de ia ion also e lec he pe o mance imp o emen . VOLUME 11, 2023 121971 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR TABLE 3. Table showing he compa ison be ween he ARRMSE ob ained om baseline me hod ST [21] wi h he ARRMSE ob ained using he p oposed Single objec i e me hod GA-FS-MTR(ST)-SO. TABLE 4. Table compa ing he ARRMSE ob ained om baseline me hod SST [22], wi h he ARRMSE ob ained using he p oposed Single objec i e me hod GA-FS-MTR(SST)-SO. TABLE 5. Table compa ing he ARRMSE ob ained om baseline me hod ERC [22], wi h he ARRMSE ob ained using he p oposed Single objec i e me hod GA-FS-MTR(ERC)-SO. The ERC me hod also achie es a pe o mance imp o e- men o a ound 11% compa ed o i s baseline me hod by using he p oposed app oach in he majo i y o he da a se s. In each case, in addi ion o he dec ease e o , he s anda d de ia ion is also educed, hus leading o a mo e con iden p edic ion using he p oposed app oach. To es i he di e ences in pe o mances we e signi ican , pai ed samples - es was ca ied ou be ween each MTR algo i hm and i s p oposed coun e pa . Table 6p esen s he esul ing p- alues o Single Objec i e me hods. The signi icance es shows ha he p oposed me hods ha e signi ican ly be e pe o mance a alpha alue o 0.05 in TABLE 6. Signi icance es esul s showing p- alues be ween Benchma k me hods ST, SST and ERC e sus p oposed me hods GA-FS-MTR(ST)-SO, GA-FS-MTR(SST)-SO and GA-FS-MTR(ERC)-SO. some cases, while a he alpha alue o 0.1, he p oposed me hods ha e signi ican ly be e pe o mance in almos all cases. Fu he , F iedman es was ca ied ou o be e unde s and he pe o mance di e ences be ween he me hods. Figu e 7 shows c i ical dis ance diag am o he compa ed echniques a alpha=0.1. FIGURE 7. C i ical dis ance diag am compa ing Single Objec i e based GA-FS-MTR me hods wi h he baseline me hods o alpha=0.1. Lowe anks a e be e . I can be seen om Figu e 7 ha he p oposed me hods gene ally ou pe o m he baseline me hods and he e o e ha e lowe anks in he diag am. (Objec i es I and I) GA-FS-MTR-MO: I he ea u e selec ion p oblem is o mula ed as a mul i-objec i e (MO) p oblem, a mul i- objec i e i ness unc ion is used in he GA. The GA(MO) e u ns a Pa e o on , om which he ea u e subse ha educes he e o he mos is selec ed. Tables 7,8and9p esen he esul s o hese expe imen s. TABLE 7. Table compa ing he ARRMSE ob ained om baseline me hod ST [21] e sus he ARRMSE ob ained using he p oposed Mul i-objec i e me hod GA-FS-MTR(ST)-MO. The p oposed GA-FS-MTR-Mul i Objec i e me hods also p o ides an o e all pe o mance imp o emen as shown in Tables 7,8and 9. In he a e age case an imp o emen o a ound 4% o e ST, 15.5% o e SST and 10.5% o e ERC is ob ained. In his case as well, he s anda d de ia ion ac oss all da a se s is also lowe o he p oposed me hod. To es i he di e ences in pe o mances we e signi ican , pai ed samples - es was ca ied ou be ween each MTR 121972 VOLUME 11, 2023 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR TABLE 8. Table compa ing he ARRMSE ob ained om baseline me hod SST [22] e sus he ARRMSE ob ained using he p oposed Mul i-objec i e me hod GA-FS-MTR(SST)-MO. TABLE 9. Table compa ing he ARRMSE ob ained om baseline me hod ERC [22] e sus he ARRMSE ob ained using he p oposed Mul i-objec i e me hod GA-FS-MTR(ERC)-MO. algo i hm and i s p oposed coun e pa . Table 10 p esen s he esul ing p- alues o Mul i-Objec i e me hods. TABLE 10. Signi icance es esul s showing p- alues be ween Benchma k me hods ST, SST and ERC e sus p oposed me hods GA-FS-MTR(ST)-MO, GA-FS-MTR(SST)-MO and GA-FS-MTR(ERC)-MO. The p oposed me hods show signi ican di e ences a alpha alue o 0.1 indica ing ha he p oposed app oach imp o es he pe o mance conside ably. F iedman es was also ca ied ou be ween he p oposed and baseline me hods. Figu e 8shows c i ical dis ance diag am o he compa ed echniques a alpha=0.1 o Mul i-Objec i e based GA-FS-MTR me hods. (Objec i es I and I). FIGURE 8. C i ical dis ance diag am compa ing Mul i-Objec i e based GA-FS-MTR me hods wi h he baseline me hods o alpha=0.1. Lowe anks a e be e . I is seen om he igu es ha he p oposed me hods gene ally ou pe o m he baseline me hods and he e o e ha e lowe anks in he diag am. The GA-FS-MTR(ERC) me hod pe o ms bes among he p o- posed me hods o bo h he cases. In o de o analyze how much ea u e educ ion he p o- posed app oaches p o ide, he numbe o ea u es ob ained a e ea u e selec ion a e analyzed. Table 11 shows he pe cen age educ ion in he numbe o ea u es when he p oposed GA-FS-MTR (GA-FS-MTR-Single Objec i e o GA-FS-MTR-Mul i-Objec i e) me hods a e used. TABLE 11. Pe cen age educ ion in numbe o ea u es using GA-FS-MTR-Single Objec i e and GA-FS-MTR-Mul i-Objec i e. The esul s show ha he p oposed me hods p o ide a ema kable educ ion in he numbe o ea u es. Wi h a minimum o 38 pe cen educ ion, ea u e selec ion p o ides a subs an ial imp o emen in in e p e abili y by iden i ying he ea u es which a ec he a ge a iables he mos . Ano he poin o in e es in he esul s is ha e en o he lowe dimensional da ase s, he p oposed me hods s ill allow o a leas an a pa pe o mance wi h he educed ea u e se . This scale o educ ion allows o a g ea e possibili y o isualizing he esul s using g aphical echniques and hus gaining mo e insigh in o he da a. In o de o inspec he e ec o ea u e selec ion on each a ge , Figu es 9(a) and 9(b), show a compa ison o he Rela i e Roo Mean Squa ed E o o each a ge when ea u es a e educed using GA-FS-MTR-Single Objec i e. Figu es 10(a) and 10(b) show a compa ison o he Rela i e Roo Mean Squa ed E o o each a ge when ea u es a e educed using GA-FS-MTR-Mul i-Objec i e. As can be seen om he igu es, he pe o mance imp o emen is obse ed in almos all o he a ge s using he p oposed app oaches. Del ing u he in o he ea u e selec ion p ocess o ind how o en any ea u e is used when making p edic ions. In o de o do ha , Local in e p e able model-agnos ic explana ions LIME [44] was used o e alua e he ea u e con ibu ions o wo da a se s ‘ju a’ and ‘edm’ and he p edic ions we e made using a Decision T ee eg esso and a Ridge eg esso implemen ed using py hon’s sklea n lib a y. Figu es 11(a) and 11(b) show he pe cen age o he numbe o a imes a ea u e was used by he model o make a p edic ion. As can be seen om he igu es, al hough some ea u es a e used mo e equen ly in making he p edic ions, i is no possible o decide he ex en o which he models will be a ec ed i one o he ea u es is d opped. The e o e, any da a d i en ac i i y will equi e an assessmen o he ea u es indi idually. Fea u e selec ion iden i ies he mos impo an VOLUME 11, 2023 121973 F. H. Syed e al.: Towa d an Op imal and S uc u ed Fea u e Subse Selec ion o MTR FIGURE 9. Compa ison o Rela i e Roo Mean Squa ed E o o each a ge in he da a se o da a se s ‘and o’ and ‘ju a’ when ea u e educ ion is ob ained using GA-FS-MTR-Single Objec i e. FIGURE 10. Compa ison o Rela i e Roo Mean Squa ed E o o each a ge in he da a se o da a se s ‘and o’ and ‘ju a’ when ea u e educ ion is ob ained using GA-FS-MTR-Mul iObjec i e. ea u es and he e o e allows inc eased in e p e abili y and unde s anding in o he wo king o he model. B. COMPARISON WITH (GA-FS-TARGET) The esul s o he p oposed me hod GA-FS-Ta ge a e p esen ed in he Table 12. Al hough his p oposed echnique igno es he possible a ge in e dependencies, i s ill p o ides an a e age pe o mance imp o emen o oughly 8.6% in compa ison o all he MTR me hods. FIGURE 11. Pe cen age o imes a ea u e con ibu ed o a p edic ion o wo machine lea ning models. TABLE 12. Table compa ing he ARRMSE ob ained om baseline me hods ST [21], SST and ERC [22], e sus he ARRMSE ob ained using he p oposed Pe a ge me hod. Table 13 shows he p- alues o - es be ween he benchma ked me hods and he p oposed me hod GA-FS- Ta ge . The esul s how a signi icance in all cases a alpha alue 0.1 and a signi icance in all bu one case o alpha 0.05. TABLE 13. Signi icance es esul s showing p- alues be ween Benchma k me hods ST, SST and ERC e sus p oposed me hod GA-FS-Ta ge . Figu e 12 shows he c i ical dis ance diag am o GA-FS-Ta ge me hod a alpha=0.1. The p oposed me hod 121974 VOLUME 11, 2023