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• An analysis of lexicographic optimization for feature selection and data classification. • Cooperative co-evolution for feature selection while the classifier hyperparameters are also being optimized. • Optimization of multiple objectives using a simple evolutionary algorithm. • A new lexicographic ranking methodology to compare the results of different feature selection methods. • Quite good results for real high-dimensional datasets. This paper starts with two hypotheses. The first one is that the simultaneous optimization of the hyperparameters regulating the classifier within a wrapper method, while the best subset of features is being determined, should improve the results with respect to those obtained with a pre-parameterized classifier. The second one is that solving these two problems can be formulated as a lexicographic optimization problem, allowing the use of a simple single-objective evolutionary algorithm to solve this multi-objective problem. The fitness function is of key importance for such wrapper methods. It is responsible for guiding the search towards potentially good solutions and it also consumes most of the runtime. Having these issues in mind, this paper also proposes a new lexicographic fitness function, designed to minimize the runtime of the algorithm and also to avoid over-fitting. Furthermore, the execution time and the quality of the results obtained by the wrapper procedure also depend on some algorithmic hyperparameters: the similarity thresholds used when comparing two different solutions lexicographically and the percentage of data samples used for validation during the training process. Thus, an experimental analysis has been carried out to find adequate values for these hyperparameters. Finally, the lexicographic cooperative co-evolutionary wrapper approach, using the new fitness function proposed in this paper, has been tested with several datasets belonging to the University of California, Irvine (UCI) repository and also with some real high-dimensional datasets, obtaining quite good results, compared to other state-of-the-art wrapper methods. The comparison has also been made lexicographically, with a new methodology proposed in this paper. [ABSTRACT FROM AUTHOR]

A large number of metaheuristic algorithms have been proposed in the last three decades, but no metaheuristic algorithm is superior to the others for all the optimization problems. It is laborious to select an appropriate metaheuristic algorithm to solve a problem, especially for laymen. In this paper, a framework for co-evolutionary algorithm using Q-learning with the meme is proposed, which is called as QLMA. The solution generation method in the metaheuristic algorithm is named meme, which is also viewed as the action for an agent in Q-learning, and multiple memes form the action set. In the initial stage, the tent map and opposition based learning are employed to obtain the initial population. In updating stage, a new population is generated by an action that is chosen from the action set by the agent in Q-learning, then the disruption operation is applied, avoiding excessive aggregation of solutions around the current global optimal solution and improving the balance between exploration and exploitation. QLMA is compared to sixteen algorithms on 23 classical benchmark functions, CEC 2017, and CEC 2019 benchmark functions. The experimental results demonstrate that QLMA is superior to the peer algorithms and has a good balance between exploration and exploitation. [ABSTRACT FROM AUTHOR]