Multi-label classification as a data mining task has recently attracted increasing interest from researchers. Many current data mining applications address problems with instances that belong to more than one category. These problems require the development of new, efficient methods. Multi-label k-nearest neighbors rule, ML-kNN, is among the best-performing methods for multi-label problems. Current methods use a unique k value for all labels, as in the single-label method. However, the distributions of the labels are frequently very different. In such scenarios, a unique k value for the labels might be suboptimal. In this paper, we propose a novel approach in which each label is predicted with a different value of k. Obtaining the best k for each label is stated as an optimization problem. Three different algorithms are proposed for this task, depending on which multi-label metric is the target of our optimization process. In a large set of 40 real-world multi-label problems, our approach improves the results of two different tested ML-kNN implementations
