Classification on medical data raises several problems such as class imbalance, double meaning of missing data, volumetry or need of highly interpretable results. In this paper a new algorithm is proposed: MOCA-I (Multi-Objective Classification Algorithm for Imbalanced data), a multi-objective local search algorithm that is conceived to deal with these issues all together. It is based on a new modelization as a Pittsburgh multi-objective partial classification rule mining problem, which is described in the first part of this paper. An existing dominance-based multi-objective local search (DMLS) is modified to deal with this modelization. After experimentally tuning the parameters of MOCA-I and determining which version of DMLS algorithm is the most effective, the obtained MOCA-I version is compared to several state-of-the-art classification algorithms. This comparison is realized on 10 small and middle-sized data sets of literature and 2 real data sets; MOCA-I obtains the best results on the 10 data sets and is statistically better than other approaches on the real data sets. 
Conception of a dominance-based multi-objective local search in the context of classification rule mining in large and imbalanced data sets