A Local Search with a Surrogate Assisted Option for Instance Reduction

摘要

In data mining, instance reduction is a key data preprocessing step that simplifies and cleans raw data, by either selecting or creating new samples, before applying a learning algorithm. This usually yields to a complex large scale and computationally expensive optimisation problem which has been typically tackled by sophisticated population-based metaheuristics. Unlike the recent literature, in order to accomplish this target, this article proposes the use of a simple local search algorithm and its integration with an optional surrogate assisted model. This local search, in accordance with variable decomposition techniques for large scale problems, perturbs an n-dimensional vector along the directions identified by its design variables one by one. Empirical results in 40 small data sets show that, despite its simplicity, the proposed baseline local search on its own is competitive with more complex algorithms representing the state-of-the-art for instance reduction in classification problems. The use of the proposed local surrogate model enables a reduction of the computationally expensive objective function calls with accuracy test results overall comparable with respect to its baseline counterpart.