Stereotactic body radiation therapy (SBRT) has demonstrated high local control rates in early stage non-small cell lung cancer patients who are not ideal surgical candidates. However, distant failure after SBRT is still common. For patients at high risk of early distant failure after SBRT treatment, additional systemic therapy may reduce the risk of distant relapse and improve overall survival. Therefore, a strategy that can correctly stratify patients at high risk of failure is needed. The field of radiomics holds great potential in predicting treatment outcomes by using high-throughput extraction of quantitative imaging features. The construction of predictive models in radiomics is typically based on a single objective such as overall accuracy or the area under the curve (AUC). However, because of imbalanced positive and negative events in the training datasets, a single objective may not be ideal to guide model construction. To overcome these limitations, we propose a multi-objective radiomics model that simultaneously considers sensitivity and specificity as objective functions. To design a more accurate and reliable model, an iterative multi-objective immune algorithm (IMIA) was proposed to optimize these objective functions. The multi-objective radiomics model is more sensitive than the single-objective model, while maintaining the same levels of specificity and AUC. The IMIA performs better than the traditional immune-inspired multi-objective algorithm.