Supervised classification and mathematical optimization

Data Mining techniques often ask for the resolution of optimization problems. Supervised Classification, and, in particular, Support Vector Machines, can be seen as a paradigmatic instance. In this paper, some links between Mathematical Optimization methods and Supervised Classification are emphasiz...

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Detalles Bibliográficos
Autores: Carrizosa Priego, Emilio José, Romero Morales, María Dolores
Tipo de recurso: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2013
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44821
Acceso en línea:http://hdl.handle.net/11441/44821
https://doi.org/10.1016/j.cor.2012.05.015
Access Level:acceso abierto
Palabra clave:Data mining
Mathematical optimization
Support vector machines
Interpretability
Cost efficiency
Descripción
Sumario:Data Mining techniques often ask for the resolution of optimization problems. Supervised Classification, and, in particular, Support Vector Machines, can be seen as a paradigmatic instance. In this paper, some links between Mathematical Optimization methods and Supervised Classification are emphasized. It is shown that many different areas of Mathematical Optimization play a central role in off-the-shelf Supervised Classification methods. Moreover, Mathematical Optimization turns out to be extremely useful to address important issues in Classification, such as identifying relevant variables, improving the interpretability of classifiers or dealing with vagueness/noise in the data.