Article
Clustering categories in support vector machines
Author/s | Carrizosa Priego, Emilio José
Nogales Gómez, Amaya Romero Morales, María Dolores |
Department | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Publication Date | 2016-02 |
Deposit Date | 2016-06-27 |
Published in |
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Abstract | The support vector machine (SVM) is a state-of-the-art method in supervised classification. In this paper the Cluster Support Vector Machine (CLSVM) methodology is proposed with the aim to increase the sparsity of the SVM ... The support vector machine (SVM) is a state-of-the-art method in supervised classification. In this paper the Cluster Support Vector Machine (CLSVM) methodology is proposed with the aim to increase the sparsity of the SVM classifier in the presence of categorical features, leading to a gain in interpretability. The CLSVM methodology clusters categories and builds the SVM classifier in the clustered feature space. Four strategies for building the CLSVM classifier are presented based on solving: the SVM formulation in the original feature space, a quadratically constrained quadratic programming formulation, and a mixed integer quadratic programming formulation as well as its continuous relaxation. The computational study illustrates the performance of the CLSVM classifier using two clusters. In the tested datasets our methodology achieves comparable accuracy to that of the SVM in the original feature space, with a dramatic increase in sparsity. |
Funding agencies | Ministerio de Economía y Competitividad (MINECO). España Junta de Andalucía |
Project ID. | info:eu-repo/grantAgreement/MINECO/MTM2012-36163
P11-FQM-7603 FQM-329 |
Citation | Carrizosa Priego, E.J., Nogales Gómez, A. y Romero Morales, M.D. (2016). Clustering categories in support vector machines. Omega |
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