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The feature selection for classification is a very active research field in data mining and optimization. Its combinatorial nature requires the development of specific techniques (such as filters, wrappers, genetic algorithms, simulated annealing, and so on) or hybrid approaches combining several optimization methods. In this paper, the Support Vector Machine Recursive Feature Elimination (SVM-RFE) is distinguished as one of the most effective methods. However, the RFE-SVM algorithm is a greedy method that only hopes to find the best possible combination for classification. To overcome this limitation, the authors propose an alternative approach with the aim to combine the RFE-SVM algorithm with local search operators based on operational research and artificial intelligence.
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