Hybrid metaheuristics to the automatic selection of features and members of classifier ensembles

Abstract

Metaheuristic algorithms have been applied to a wide range of global optimization problems. Basically, these techniques can be applied to problems inwhich a good solutionmust be found, providing imperfect or incomplete knowledge about the optimal solution. However, the concept of combining metaheuristics in an efficient way has emerged recently, in a field called hybridization of metaheuristics or, simply, hybrid metaheuristics. As a result of this, hybrid metaheuristics can be successfully applied in different optimization problems. In this paper, two hybrid metaheuristics, MAMH (Multiagent Metaheuristic Hybridization) and MAGMA (Multiagent Metaheuristic Architecture), are adapted to be applied in the automatic design of ensemble systems, in both mono- and multi-objective versions. To validate the feasibility of these hybrid techniques, we conducted an empirical investigation, performing a comparative analysis between them and traditional metaheuristics as well as existing existing ensemble generation methods. Our findings demonstrate a competitive performance of both techniques, in which a hybrid technique provided the lowest error rate formost of the analyzed objective functions.