Optimization approaches to Supervised Classification

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19 Citações (Scopus)

Resumo

The Supervised Classification problem, one of the oldest and most recurrent problems in applied data analysis, has always been analyzed from many different perspectives. When the emphasis is placed on its overall goal of developing classification rules with minimal classification cost, Supervised Classification can be understood as an optimization problem. On the other hand, when the focus is in modeling the uncertainty involved in the classification of future unknown entities, it can be formulated as a statistical problem. Other perspectives that pay particular attention to pattern recognition and machine learning aspects of Supervised Classification have also a long history that has lead to influential insights and different methodologies. In this review, two approaches to Supervised Classification strongly related to optimization theory will be discussed and compared. In particular, we will review methodologies based on Mathematical Programming models that optimize observable criteria linked to the true objective of misclassification error (or cost) minimization, and approaches derived from the minimization of known bounds on the true misclassification error. The former approach is known as the Mathematical Programming approach to Supervised Classification, while the latter is in the origin of the well known Classification Support Vector Machines. Throughout the review two-group as well as general multi-group problems will be considered, and the review will conclude with a discussion of the most promising research directions in this area.

Idioma originalEnglish
Páginas (de-até)772-788
Número de páginas17
RevistaEuropean Journal of Operational Research
Volume261
Número de emissão2
DOIs
Estado da publicaçãoPublished - 1 set 2017

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