Feature selection (FS) constitutes a series of processes used to decide which relevant features/attributes to include and which irrelevant features to exclude for predictive modeling. It is a crucial task that aids machine learning classifiers in reducing error rates, computation time, overfitting, and improving classification accuracy. It has demonstrated its efficacy in myriads of domains, ranging from its use for text classification (TC), text mining, and image recognition. While there are many traditional FS methods, recent research efforts have been devoted to applying metaheuristic algorithms as FS techniques for the TC task. However, there are few literature reviews concerning TC. Therefore, a comprehensive overview was systematically studied by exploring available studies of different metaheuristic algorithms used for FS to improve TC. This paper will contribute to the body of existing knowledge by answering four research questions (RQs): 1) What are the different approaches of FS that apply metaheuristic algorithms to improve TC? 2) Does applying metaheuristic algorithms for TC lead to better accuracy than the typical FS methods? 3) How effective are the modified, hybridized metaheuristic algorithms for text FS problems?, and 4) What are the gaps in the current studies and their future directions? These RQs led to a study of recent works on metaheuristic-based FS methods, their contributions, and limitations. Hence, a final list of thirty-seven (37) related articles was extracted and investigated to align with our RQs to generate new knowledge in the domain of study. Most of the conducted papers focused on addressing the TC in tandem with metaheuristic algorithms based on the wrapper and hybrid FS approaches. Future research should focus on using a hybrid-based FS approach as it intuitively handles complex optimization problems and potentiality provide new research opportunities in this rapidly developing field.
The financial markets are one of the sectors whose data is characterized by continuous movement in most of the times and it is constantly changing, so it is difficult to predict its trends , and this leads to the need of methods , means and techniques for making decisions, and that pushes investors and analysts in the financial markets to use various and different methods in order to reach at predicting the movement of the direction of the financial markets. In order to reach the goal of making decisions in different investments, where the algorithm of the support vector machine and the CART regression tree algorithm are used to classify the stock data in order to determine
... Show MoreThe aim of this paper, is to study different iteration algorithms types two steps called, modified SP, Ishikawa, Picard-S iteration and M-iteration, which is faster than of others by using like contraction mappings. On the other hand, the M-iteration is better than of modified SP, Ishikawa and Picard-S iterations. Also, we support our analytic proof with a numerical example.
In this paper, we present an approximate analytical and numerical solutions for the differential equations with multiple delay using the extend differential transform method (DTM). This method is used to solve many linear and non linear problems.
Sol-gel method was use to prepare Ag-SiO2 nanoparticles. Crystal structure of the nanocomposite was investigated by means of X-ray diffraction patterns while the color intensity was evaluated by spectrophotometry. The morphology analysis using atomic force microscopy showed that the average grain sizes were in range (68.96-75.81 nm) for all samples. The characterization of Ag-SiO2 nanoparticles were investigated by using Scanning Electron Microscopy (SEM). Ag-SiO2 NPs are highly stable and have significant effect on both Gram positive and negative bacteria. Antibacterial properties of the nanocomposite were tested with the use of Staphylococcus aureus (S. aureus) and Escherichia coli (E. coli) bacteria. The results have shown antibacteri
... Show MoreThis paper is concerned with finding the approximation solution (APPS) of a certain type of nonlinear hyperbolic boundary value problem (NOLHYBVP). The given BVP is written in its discrete (DI) weak form (WEF), and is proved that it has a unique APPS, which is obtained via the mixed Galerkin finite element method (GFE) with implicit method (MGFEIM) that reduces the problem to solve the Galerkin nonlinear algebraic system (GNAS). In this part, the predictor and the corrector technique (PT and CT) are proved convergent and are used to transform the obtained GNAS to linear (GLAS ), then the GLAS is solved using the Cholesky method (ChMe). The stability and the convergence of the method are studied. The results
... Show MoreMR Younus, Alustath, 2011
QJ Rashid, IH Abdul-Abbas, MR Younus, PalArch's Journal of Archaeology of Egypt/Egyptology, 2021 - Cited by 4
DBN Rashid, IMPAT: International Journal of Research in Humanities, Arts, and Literature, 2016 - Cited by 5