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This books covers a state of the art literature on classical feature selection problem using some of the most recently developed methods. The feature selection problem has been investigated with great detail particularly in high dimensional space. The whole book consists of 7seven chapters covering many soft computing techniques such as PSO, GA, NSGA-II, ACO and others to deal with the feature selection problem. We hope that this edition will be more beneficial to all beginners, researchers and experts as well.