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DAM
2008

Multi-group support vector machines with measurement costs: A biobjective approach

13 years 3 months ago
Multi-group support vector machines with measurement costs: A biobjective approach
Support Vector Machine has shown to have good performance in many practical classification settings. In this paper we propose, for multi-group classification, a biobjective optimization model in which we consider not only the generalization ability (modelled through the margin maximization), but also costs associated with the features. This cost is not limited to an economical payment, but can also refer to risk, computational effort, space requirements, etc. We introduce a biobjective mixed integer problem, for which Pareto optimal solutions are obtained. Those Pareto optimal solutions correspond to different classification rules, among which the user would choose the one yielding the most appropriate compromise between the cost and the expected misclassification rate.
Emilio Carrizosa, Belen Martin-Barragan, Dolores R
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where DAM
Authors Emilio Carrizosa, Belen Martin-Barragan, Dolores Romero Morales
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