A new feature selection method based on symmetrical uncertainty and interaction gain.

•Proposing a novel feature evaluation criterion taking feature relevance and feature interaction into consideration.•Employing Interaction Gain to examine the interaction among features.•Combining proposed feature evaluation criterion with Recursive Feature Elimination (RFE) technique to define the informative feature subset.•Experimental results on eleven public data sets showed that proposed method could measure features more accurately and stably than other methods.