Artículo
Two-group classification via a biobjective margin maximization model
Autor/es | Carrizosa Priego, Emilio José
Martín Barragán, Belén |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2006-09-16 |
Fecha de depósito | 2021-04-26 |
Publicado en |
|
Resumen | In 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 ... In 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. |
Cita | Carrizosa 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. |
Ficheros | Tamaño | Formato | Ver | Descripción |
---|---|---|---|---|
Two-group classification via a ... | 227.7Kb | [PDF] | Ver/ | |