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Classification with support hyperplanes

Author

Listed:
  • Nalbantov, G.I.
  • Bioch, J.C.
  • Groenen, P.J.F.

Abstract

A new classification method is proposed, called Support Hy- perplanes (SHs). To solve the binary classification task, SHs consider the set of all hyperplanes that do not make classification mistakes, referred to as semi-consistent hyperplanes. A test object is classified using that semi-consistent hyperplane, which is farthest away from it. In this way, a good balance between goodness-of-fit and model complexity is achieved, where model complexity is proxied by the distance between a test object and a semi-consistent hyperplane. This idea of complexity resembles the one imputed in the width of the so-called margin between two classes, which arises in the context of Support Vector Machine learning. Class overlap can be handled via the introduction of kernels and/or slack vari- ables. The performance of SHs against standard classifiers is promising on several widely-used empirical data sets.

Suggested Citation

  • Nalbantov, G.I. & Bioch, J.C. & Groenen, P.J.F., 2006. "Classification with support hyperplanes," Econometric Institute Research Papers EI 2006-42, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  • Handle: RePEc:ems:eureir:8012
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