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This problem is known as the curse of dimensionality. Simultaneously, the existence of many objectives, a characteristic of practical optimization problems, makes choosing a solution to the problem very difficult. Different approaches are being used in the literature to reduce the number of objectives required for optimization. This work aims to propose a machine learning methodology, designated by FS-OPA, to tackle this problem. The proposed methodology was assessed using DTLZ benchmarks problems suggested in the literature and compared with similar algorithms, showing a good performance. In the end, the methodology was applied to a difficult real problem in polymer processing, showing its effectiveness. The algorithm proposed has some advantages when compared with a similar algorithm in the literature based on machine learning (NL-MVU-PCA), namely, the possibility for establishing variable\u2013variable and objective\u2013variable relations (not only objective\u2013objective), and the elimination of the need to define\/chose a kernel neither to optimize algorithm parameters. The collaboration with the DM(s) allows for the obtainment of explainable solutions.<\/jats:p>","DOI":"10.3390\/mca28010017","type":"journal-article","created":{"date-parts":[[2023,1,30]],"date-time":"2023-01-30T02:28:34Z","timestamp":1675045714000},"page":"17","update-policy":"https:\/\/doi.org\/10.3390\/mdpi_crossmark_policy","source":"Crossref","is-referenced-by-count":3,"title":["Many-Objectives Optimization: A Machine Learning Approach for Reducing the Number of Objectives"],"prefix":"10.3390","volume":"28","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-7777-7625","authenticated-orcid":false,"given":"Ant\u00f3nio","family":"Gaspar-Cunha","sequence":"first","affiliation":[{"name":"Institute of Polymers and Composites, University of Minho, 4800-058 Guimar\u00e3es, Portugal"}]},{"given":"Paulo","family":"Costa","sequence":"additional","affiliation":[{"name":"Institute of Polymers and Composites, University of Minho, 4800-058 Guimar\u00e3es, Portugal"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6172-2689","authenticated-orcid":false,"given":"Francisco","family":"Monaco","sequence":"additional","affiliation":[{"name":"Institute of Mathematics and Computer Science, University of S\u00e3o Paulo, S\u00e3o Paulo 05508-060, Brazil"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-1810-1742","authenticated-orcid":false,"given":"Alexandre","family":"Delbem","sequence":"additional","affiliation":[{"name":"Institute of Mathematics and Computer Science, University of S\u00e3o Paulo, S\u00e3o Paulo 05508-060, Brazil"}]}],"member":"1968","published-online":{"date-parts":[[2023,1,30]]},"reference":[{"key":"ref_1","unstructured":"Deb, K. 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