Objective reduction using a feature selection technique

This paper introduces two new algorithms to reduce the number of objectives in a multiobjective problem by identifying the most conflicting objectives. The proposed algorithms are based on a feature selection technique proposed by Mitra et. al. [11]. One algorithm is intended to determine the minimum subset of objectives that yields the minimum error possible, while the other finds a subset of objectives of a given size that yields the minimum error. To validate these algorithms we compare their results against those obtained by two similar algorithms recently proposed. The comparative study shows that our algorithms are very competitive with respect to the reference algorithms. Additionally, our approaches require a lower computational time. Also, in this study we propose to use the inverted generational distance to evaluate the quality of a subset of objectives.