arrow
Return

Two-group classification via a biobjective margin maximization model

delete2006-09-01
delete10
delete
OA
AI
E
Emilio Carrizosa *
B
Belén Martín-Barragán
DOI:10.1016/j.ejor.2005.06.059delete
deleteOriginal
deleteShare
deleteSave
View PDF
Abstract

Abstract

En 中文
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. (c) 2005 Elsevier B.V. All rights reserved.
Keywords:
multiple objective programming
support vector machines
biobjective
ROC curve
classitication
data mining
AI Summary

AI Summary

Key information extracted from the uploaded paper, including a brief overview, abstract, background, key highlights, visual analysis, and future outlook.

Journal

European Journal of Operational Research cover
European Journal of Operational Research
IF:
6
Papers:
2.2W
Citations:
6.4W

Organization

No organization information available