Abstract: In most data mining tasks, feature selection is an essential preprocessing stage. Henry’s Gas Solubility Optimization (HGSO) algorithm is a physical heuristic algorithm based on Henry’s law, which simulates the process of gas solubility in liquid with temperature. In this paper, an improved Henry’s Gas Solubility Optimization based on stochastic fractal search (SFS-HGSO) is proposed for feature selection and engineering optimization. Three stochastic fractal strategies based on Gaussian walk, Lévy flight and Brownian motion are adopted respectively, and the diffusion is based on the high-quality solutions obtained by the original algorithm. Individuals with different fitness are assigned different energies, and the number of diffusing individuals is determined according to individual energy. This strategy increases the diversity of search strategies and enhances the ability of local search. It greatly improves the shortcomings of the original HGSO position updating method is single and the convergence speed is slow. This algorithm is used to solve the problem of feature selection, and KNN classifier is used to evaluate the effectiveness of selected features. In order to verify the performance of the proposed feature selection method, 20 standard UCI benchmark datasets are used, and the performance is compared with other swarm intelligence optimization algorithms, such as WOA, HHO and HBA. The algorithm is also applied to the solution of benchmark function. Experimental results show that these three improved strategies can effectively improve the performance of HGSO algorithm, and achieve excellent results in feature selection and engineering optimization problems.
Keywords: Henry’s gas solubility optimization, stochastic fractal search, feature selection, benchmark function
