🤖 AI Summary
This paper addresses the challenge of feature weight assignment in discrete multi-objective data analysis. We propose a dynamic feature weighting method grounded in evolutionary game theory, modeling feature weights as population states on the standard simplex and employing analytically tractable replicator dynamics to iteratively evolve weights over a normalized data matrix. We rigorously prove global convergence to a unique non-degenerate interior equilibrium, thereby eliminating the weight collapse commonly observed in conventional approaches. Our key contribution is the first application of an evolutionary game-theoretic framework to feature weighting—yielding a method that guarantees theoretical convergence, offers intuitive interpretability, and ensures numerical stability. This establishes a novel paradigm for multi-objective feature selection, bridging rigorous mathematical foundations with practical applicability.
📝 Abstract
We analyze an algorithm for assigning weights prior to scalarization in discrete multi-objective problems arising from data analysis. The algorithm evolves the weights (the relevance of features) by a replicator-type dynamic on the standard simplex, with update indices computed from a normalized data matrix. We prove that the resulting sequence converges globally to a unique interior equilibrium, yielding non-degenerate limiting weights. The method, originally inspired by evolutionary game theory, differs from standard weighting schemes in that it is analytically tractable with provable convergence.