Ant colony optimization equipped with an ensemble of heuristics through multi-criteria decision making: A case study in ensemble feature selection

Ant Colony Optimization (ACO) is a probabilistic and approximation metaheuristic algorithm to solve complex combinatorial optimization problems. ACO algorithm is inspired by the behavior of a colony of real ants and uses their pheromone trials to find optimal solutions. Since the beginning of the ACO algorithm, many researchers have tried to improve the performance and stability of the algorithm by using various methodologies. Resolving the exploitation/exploration dilemma by an efficient procedure is critical in improving the ACO. One of the critical parameters in ACO is selecting the heuristic that can affect the movements of ants. So far, the use of several heuristics in ACO has not been studied. We believe that using multiple heuristics instead of a single heuristic can improve the ACO algorithm. For this matter, we have proposed an ACO algorithm based on the ensemble of heuristics using a Multi-Criteria Decision-Making (MCDM) procedure. It means that the movement of the ants is defined based on the judgment of multiple experts (criteria). The idea is based on the hypothesis that different heuristics give us more information about the subsequent nodes, and the variety of these methods examines the different aspects to achieve better and optimal solutions in ACO. In this paper, we have applied our proposed method to the ensemble feature selection task to evaluate the performance of the proposed method. Blending several feature selection methods is regular to tackle the feature selection problem, and also efficiently combining feature selection methods is still challenging. Some well-known ensemble feature selection and primary feature selection methods have been compared with Ant-MCDM on twelve datasets to evaluate the performance of the proposed method in the feature selection task.