Article
Multi-group support vector machines with measurement costs a biobjective approach
Author/s | Carrizosa Priego, Emilio José
Martín Barragán, Belén Romero Morales, María Dolores |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2008-03 |
Deposit Date | 2016-09-08 |
Published in |
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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 ... 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. |
Funding agencies | Ministerio de Ciencia y Tecnología (MCYT). España Junta de Andalucía |
Project ID. | BFM2002-11282-E
BFM2002-04525-C02-02 FQM-329 |
Citation | Carrizosa Priego, E.J., Martín Barragán, B. y Romero Morales, M.D. (2008). Multi-group support vector machines with measurement costs a biobjective approach. Discrete Applied Mathematics, 156 (6), 950-966. |
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