Feature selection has played an important role in machine learning and artificial intelligence in the past dec-ades. Many existing feature selection algorithm have chosen some redundant and irrelevant features, which is leading to overestimation of some features. Moreover, more features will significantly slow down the speed of machine learning and lead to classification over-fitting. Therefore, a new nonlinear feature selection algorithm based on forward search was proposed. The algorithm used the theory of mutual information and mutual information to find the optimal subset associ-ated with multi-task labels and reduced the computational complexity. Compared with the experimental results of nine datasets and four different classifiers in UCI, the proposed algorithm is superior to the feature set selected by the original feature set and other feature selection algorithms.%在过去的几十年中,特征选择已经在机器学习和人工智能领域发挥着重要作用.许多特征选择算法都存在着选择一些冗余和不相关特征的现象,这是因为它们过分夸大某些特征重要性.同时,过多的特征会减慢机器学习的速度,并导致分类过渡拟合.因此,提出新的基于前向搜索的非线性特征选择算法,该算法使用互信息和交互信息的理论,寻找与多分类标签相关的最优子集,并降低计算复杂度.在UCI中9个数据集和4个不同的分类器对比实验中表明,该算法均优于原始特征集和其他特征选择算法选择出的特征集.
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