  This paper introduces a novel graph-based filter method for automatic feature
selection (abbreviated as GB-AFS) for multi-class classification tasks. The
method determines the minimum combination of features required to sustain
prediction performance while maintaining complementary discriminating abilities
between different classes. It does not require any user-defined parameters such
as the number of features to select. The methodology employs the
Jeffries-Matusita (JM) distance in conjunction with t-distributed Stochastic
Neighbor Embedding (t-SNE) to generate a low-dimensional space reflecting how
effectively each feature can differentiate between each pair of classes. The
minimum number of features is selected using our newly developed Mean
Simplified Silhouette (abbreviated as MSS) index, designed to evaluate the
clustering results for the feature selection task. Experimental results on
public data sets demonstrate the superior performance of the proposed GB-AFS
over other filter-based techniques and automatic feature selection approaches.
Moreover, the proposed algorithm maintained the accuracy achieved when
utilizing all features, while using only $7\%$ to $30\%$ of the features.
Consequently, this resulted in a reduction of the time needed for
classifications, from $15\%$ to $70\%$.
