• Subset-based feature selection + multi-layer perceptron. • Subset-based feature selection + radial basis function neural networks. • Semi-wrapper feature subset selection approach based on Naïve Bayes. • Extensive experiments on 34 data sets (22 from University of California at Irvine –UCI- and 12 synthetic data sets). Data preparation via feature selection + neural networks. • Feature selection: 7 approaches, which are 5 filters and 2 semi-wrappers (based on Correlation, consistency and Naïve Bayes; other with SOAP or SU), have been tested on difficult classification problems. This paper explores widely the data preparation stage within the process of knowledge discovery and data mining via feature subset selection in the context of two very well-known neural models: radial basis function neural networks and multi-layer perceptron. It is known the best performance of wrapper attribute selection methods based on the evaluation measure provided by a classifier, although the temporal complexity of learning neural networks practically precludes the use of wrapper techniques, especially in complex databases with high dimensionality and a large number of labels. In this paper, we propose the use of the Naïve Bayes classifier as a fitness function within a semi-wrapper feature selection approach. The Naïve Bayes classifier is a good fast approach to a neural network and utilising it as a measure of goodness in a backward search on a ranking provides a specific attribute selection method for neural networks in complex data. The test-bed consists of 34 binary and multi-class classification problems and 7 feature selectors. Of these, there are 6 data sets with upwards of 5 classes. According to the reported accuracy results that have been supported by non-parametric statistical tests in different scenarios, our method has been shown to be very suitable for both kinds of neural networks. Moreover, the reduced feature-space is around 20% of the full attribute space. The speedup with the aforementioned semi-wrapper is very outstanding and its value fluctuates, on average, from about 1.5 with radial basis function neural networks to around 30 with multi-layer perceptron. [ABSTRACT FROM AUTHOR]