Detecting relevant variables and interactions in supervised classification

The widely used Support Vector Machine (SVM) method has shown to yield good results in Supervised Classification problems. When the interpretability is an important issue, then classification methods such as Classification Trees (CART) might be more attractive, since they are designed to detect the...

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Detalles Bibliográficos
Autores: Carrizosa Priego, Emilio José, Martín Barragán, Belén, Romero Morales, María Dolores
Tipo de recurso: artículo
Estado:Versión enviada para evaluación y publicación
Fecha de publicación:2011
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/44822
Acceso en línea:http://hdl.handle.net/11441/44822
https://doi.org/10.1016/j.ejor.2010.03.020
Access Level:acceso abierto
Palabra clave:Supervised classification
Interactions
Support vector machines
Binarization
Descripción
Sumario:The widely used Support Vector Machine (SVM) method has shown to yield good results in Supervised Classification problems. When the interpretability is an important issue, then classification methods such as Classification Trees (CART) might be more attractive, since they are designed to detect the important predictor variables and, for each predictor variable, the critical values which are most relevant for classification. However, when interactions between variables strongly affect the class membership, CART may yield misleading information. Extending previous work of the authors, in this paper an SVM-based method is introduced. The numerical experiments reported show that our method is competitive against SVM and CART in terms of misclassification rates, and, at the same time, is able to detect critical values and variables interactions which are relevant for classification.