Feature selection: A multi-objective stochastic optimization approach

The feature subset task can be cast as a multiobjective discrete optimization problem. In this work, we study the search algorithm component of a feature subset selection method. We propose an algorithm based on the threshold accepting method, extended to the multi-objective framework by an appropriate definition of the acceptance rule. The method is used in the task of identifying relevant subsets of features in a Web bot recognition problem, where automated software agents on the Web are identified by analyzing the stream of HTTP requests to a Web server.