Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
482648 | European Journal of Operational Research | 2006 | 16 Pages |
Abstract
In this paper we propose a biobjective model for two-group classification via margin maximization, in which the margins in both classes are simultaneously maximized. The set of Pareto-optimal solutions is described, yielding a set of parallel hyperplanes, one of which is just the solution of the classical SVM approach.In order to take into account different misclassification costs or a priori probabilities, the ROC curve can be used to select one out of such hyperplanes by expressing the adequate tradeoff for sensitivity and specificity. Our result gives a theoretical motivation for using the ROC approach in case misclassification costs in the two groups are not necessarily equal.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Emilio Carrizosa, Belen Martin-Barragan,