Meta‐heuristic multi‐ and many‐objective optimization techniques for solution of machine learning problems

Recently, multi‐ and many‐objective meta‐heuristic algorithms have received considerable attention due to their capability to solve optimization problems that require more than one fitness function. This paper presents a comprehensive study of these techniques applied in the context of machine learning problems. Three different topics are reviewed in this work: (a) feature extraction and selection, (b) hyper‐parameter optimization and model selection in the context of supervised learning, and (c) clustering or unsupervised learning. The survey also highlights future research towards related areas.