Selecting the best features in a dataset improves accuracy and efficiency of classifiers in a learning process. Datasets generally have more features than necessary, some of them being irrelevant or redundant to others. For this reason, numerous feature selection methods have been developed, in which different evaluation functions and measures are applied. This paper proposes the systematic application of individual feature evaluation methods to initialize search-based feature subset selection methods. An exhaustive review of the starting methods used by genetic algorithms from 2014 to 2020 has been carried out. Subsequently, an in-depth empirical study has been carried out evaluating the proposal for different search-based feature selection methods (Sequential forward and backward selection, Las Vegas filter and wrapper, Simulated Annealing and Genetic Algorithms). Since the computation time is reduced and the classification accuracy with the selected features is improved, the initialization of feature selection proposed in this work is proved to be worth considering while designing any feature selection algorithms.