Two-group classification via a biobjective margin maximization model |
| |
Institution: | 1. School of Intelligent Finance and Business, Entrepreneur College, Xi’an Jiaotong-Liverpool University, Suzhou, China;2. Business School, University of Edinburgh, Edinburgh, United Kingdom;3. Cork University Business School, University College Cork, Ireland |
| |
Abstract: | 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. |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|