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

E. Carrizosa, B. Martin-Barragan, D.R. Morales

Research output: Contribution to journalArticlepeer-review

Abstract

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 (modeled 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.
Original languageEnglish
Pages (from-to)950-966
Number of pages17
JournalDiscrete Applied Mathematics
Volume156
Issue number6
DOIs
Publication statusPublished - 15 Mar 2008

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