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To overcome the lack of flexibility of Harris Hawks Optimization (HHO) in switching between exploration and exploitation, and the low efficiency of its exploitation phase, an efficient improved greedy Harris Hawks Optimizer (IGHHO) is proposed and applied to the feature selection (FS) problem. IGHHO uses a new transformation strategy that enables flexible switching between search and development, enabling it to jump out of local optima. We replace the original HHO exploitation process with improved differential perturbation and a greedy strategy to improve its global search capability. We tested it in experiments against seven algorithms using single-peaked, multi-peaked, hybrid, and composite CEC2017 benchmark functions, and IGHHO outperformed them on optimization problems with different feature functions. We propose new objective functions for the problem of data imbalance in FS and apply IGHHO to it. IGHHO outperformed comparison algorithms in terms of classification accuracy and feature subset length. The results show that IGHHO applies not only to global optimization of different feature functions but also to practical optimization problems.