2021-04-262021-04-262006-09-16Carrizosa Priego, E.J. y Martín Barragán, B. (2006). Two-group classification via a biobjective margin maximization model. European Journal of Operational Research, 173 (3), 746-761.0377-22171872-6860https://hdl.handle.net/11441/107809In this paper we propose a biobjective model for two-group classification via margin maximization, in which the margins in both classes are simultaneously maximized. The set of Pareto-optimal solutions is described, yielding a set of parallel hyperplanes, one of which is just the solution of the classical SVM approach. In order to take into account different misclassification costs or a priori probabilities, the ROC curve can be used to select one out of such hyperplanes by expressing the adequate tradeoff for sensitivity and specificity. Our result gives a theoretical motivation for using the ROC approach in case misclassification costs in the two groups are not necessarily equal.application/pdf15 p.engAttribution-NonCommercial-NoDerivatives 4.0 Internacionalhttp://creativecommons.org/licenses/by-nc-nd/4.0/Multiple objective programmingSupport vector machinesBiobjectiveROC curveClassificationData mininginfo:eu-repo/semantics/articleinfo:eu-repo/semantics/openAccess10.1016/j.ejor.2005.06.059