MOTiFS: Monte Carlo Tree Search Based Feature Selection.

Given the increasing size and complexity of datasets needed to train machine learning algorithms, it is necessary to reduce the number of features required to achieve high classification accuracy. This paper presents a novel and efficient approach based on the Monte Carlo Tree Search (MCTS) to find the optimal feature subset through the feature space. The algorithm searches for the best feature subset by combining the benefits of tree search with random sampling. Starting from an empty node, the tree is incrementally built by adding nodes representing the inclusion or exclusion of the features in the feature space. Every iteration leads to a feature subset following the and policies. The accuracy of the classifier on the feature subset is used as the reward and propagated backwards to update the tree. Finally, the subset with the highest reward is chosen as the best feature subset. The efficiency and effectiveness of the proposed method is validated by experimenting on many benchmark datasets. The results are also compared with significant methods in the literature, which demonstrates the superiority of the proposed method.