<p>In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector machine (SVM) paradigm of maximizing class separation while minimizing misclassification errors, and it is computationally more efficient than a previous formulation. We present a kernel-based extension that allows it to construct nonlinear decision boundaries. Furthermore, we show how the framework can naturally incorporate alternative geometric structures, including classification trees, <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\ell _p\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>ℓ</mi> <mi>p</mi> </msub> </math></EquationSource> </InlineEquation>-SVMs, and models with discrete feature selection. To address large-scale instances, we develop a dynamic clustering matheuristic that leverages the proposed MIP formulation. Extensive computational experiments demonstrate the efficiency of the proposed model and dynamic clustering heuristic, and we report competitive classification performance on both synthetic datasets and real-world benchmarks from the UCI machine learning repository, comparing our method with state-of-the-art implementations available in <Emphasis FontCategory="NonProportional">scikit-learn</Emphasis>.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

A unified optimization framework for multiclass classification with structured hyperplane arrangements

  • Víctor Blanco,
  • Harshit Kothari,
  • James Luedtke

摘要

In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector machine (SVM) paradigm of maximizing class separation while minimizing misclassification errors, and it is computationally more efficient than a previous formulation. We present a kernel-based extension that allows it to construct nonlinear decision boundaries. Furthermore, we show how the framework can naturally incorporate alternative geometric structures, including classification trees, \(\ell _p\) p -SVMs, and models with discrete feature selection. To address large-scale instances, we develop a dynamic clustering matheuristic that leverages the proposed MIP formulation. Extensive computational experiments demonstrate the efficiency of the proposed model and dynamic clustering heuristic, and we report competitive classification performance on both synthetic datasets and real-world benchmarks from the UCI machine learning repository, comparing our method with state-of-the-art implementations available in scikit-learn.