Linear Programming Approaches for Multiple-Class Discriminant and Classification Analysis

Minghe Sun
Additional contact information
Minghe Sun: University of Texas at San Antonio, USA

International Journal of Strategic Decision Sciences (IJSDS), 2010, vol. 1, issue 1, 57-80

Abstract: New linear programming approaches are proposed as nonparametric procedures for multiple-class discriminant and classification analysis. A new MSD model minimizing the sum of the classification errors is formulated to construct discriminant functions. This model has desirable properties because it is versatile and is immune to the pathologies of some of the earlier mathematical programming models for two-class classification. It is also purely systematic and algorithmic and no user ad hoc and trial judgment is required. Furthermore, it can be used as the basis to develop other models, such as a multiple-class support vector machine and a mixed integer programming model, for discrimination and classification. A MMD model minimizing the maximum of the classification errors, although with very limited use, is also studied. These models may also be considered as generalizations of mathematical programming formulations for two-class classification. By the same approach, other mathematical programming formulations for two-class classification can be easily generalized to multiple-class formulations. Results on standard as well as randomly generated test datasets show that the MSD model is very effective in generating powerful discriminant functions.

Date: 2010
References: Add references at CitEc
Citations:

Downloads: (external link)
http://services.igi-global.com/resolvedoi/resolve. ... 4018/jsds.2010103004 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:igg:jsds00:v:1:y:2010:i:1:p:57-80

Access Statistics for this article

International Journal of Strategic Decision Sciences (IJSDS) is currently edited by Saeed Tabar

More articles in International Journal of Strategic Decision Sciences (IJSDS) from IGI Global
Bibliographic data for series maintained by Journal Editor ().