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Grey Wolf Optimizer (GWO) simulates the grey wolves&#x2019; nature in leadership and hunting manners. GWO showed a good performance in the literature as a meta-heuristic algorithm for feature selection problems, however, it shows low precision and slow convergence. This paper proposes a Modified Binary GWO (MbGWO) based on Stochastic Fractal Search (SFS) to identify the main features by achieving the exploration and exploitation balance. First, the modified GWO is developed by applying an exponential form for the number of iterations of the original GWO to increase the search space accordingly exploitation and the crossover/mutation operations to increase the diversity of the population to enhance exploitation capability. Then, the diffusion procedure of SFS is applied for the best solution of the modified GWO by using the Gaussian distribution method for random walk in a growth process. The continuous values of the proposed algorithm are then converted into binary values so that it can be used for the problem of feature selection. To ensure the stability and robustness of the proposed MbGWO-SFS algorithm, nineteen datasets from the UCI machine learning repository are tested. The K-Nearest Neighbor (KNN) is used for classification tasks to measure the quality of the selected subset of features. The results, compared to binary versions of the-state-of-the-art optimization techniques such as the original GWO, SFS, Particle Swarm Optimization (PSO), hybrid of PSO and GWO, Satin Bowerbird Optimizer (SBO), Whale Optimization Algorithm (WOA), Multiverse Optimization (MVO), Firefly Algorithm (FA), and Genetic Algorithm (GA), show the superiority of the proposed algorithm. The statistical analysis by Wilcoxon&#x2019;s rank-sum test is done at the 0.05 significance level to verify that the proposed algorithm can work significantly better than its competitors in a statistical way.

MbGWO-SFS: Modified Binary Grey Wolf Optimizer Based on Stochastic Fractal Search for Feature Selection