Sparse concordance‐based ordinal classification

Yiwei Fan, Jiaqi Gu and Guosheng Yin

Scandinavian Journal of Statistics, 2023, vol. 50, issue 3, 934-961

Abstract: Ordinal classification is an important area in statistical machine learning, where labels exhibit a natural order. One of the major goals in ordinal classification is to correctly predict the relative order of instances. We develop a novel concordance‐based approach to ordinal classification, where a concordance function is introduced and a penalized smoothed method for optimization is designed. Variable selection using the L1$$ {L}_1 $$ penalty is incorporated for sparsity considerations. Within the set of classification rules that maximize the concordance function, we find optimal thresholds to predict labels by minimizing a loss function. After building the classifier, we derive nonparametric estimation of class conditional probabilities. The asymptotic properties of the estimators as well as the variable selection consistency are established. Extensive simulations and real data applications show the robustness and advantage of the proposed method in terms of classification accuracy, compared with other existing methods.

Date: 2023
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