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Algorithm 6 Objective function. |
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Input: Selected features and dataset
Output: Objective function and performance metrics
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1:
Filter the original dataset with the selected features
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2:
Apply KFold technique for cross-validation
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3:
for each fold do
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4:
Apply balancing technique for training fold
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5:
Normalize training fold and testing fold using MinMax technique
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6:
Train the model with the classification algorithm
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7:
Predict with the trained model from the testing fold
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Compare predicted observations with test fold
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9:
Save performance metrics from the fold
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10:
end for
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11:
Calculate the average of the metrics across the KFold
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12:
Apply Equation (1)
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13:
Return average metrics and evaluate the objective function
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