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Multi Objective Optimisation
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sgenzer
Administrator, Moderator, Employee, RapidMiner Certified Analyst, Community Manager, Member, University Professor, PM Moderator Posts: 2,959 
Community Manager
hi @fungayism so @IngoRM is the guru here - this was his PhD.
He wrote a four-part blog series on exactly this question. Happy reading.
https://rapidminer.com/blog/multi-objective-feature-selection-part-1/
https://rapidminer.com/blog/evolutionary-algorithms-feature-selection/
https://rapidminer.com/blog/multi-objective-optimization-feature-selection/
https://rapidminer.com/blog/better-machine-learning-models-with-multi-objective-feature-selection-part-4/
Scott6
