Mixed-integer programming for kernel-based classifiers

  • Authors:
  • Olutayo Oladunni;Theodore B. Trafalis

  • Affiliations:
  • School of Industrial Engineering, University of Oklahoma, Norman, OK;School of Industrial Engineering, University of Oklahoma, Norman, OK

  • Venue:
  • ICCOMP'05 Proceedings of the 9th WSEAS International Conference on Computers
  • Year:
  • 2005

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Abstract

The main objective of this paper is to present a kernel-based classification model based on mixed-integer programming (MIP). Most classification methods are based on models with continuous variables. The proposed MIP formulation is developed to discriminate between two classes of points, by minimizing the number of misclassified points, and the number of data points representing the separating hyperplane. Generalization for kernel-based classification is provided. The simplicity of the formulation makes it easy for domain expert to interpret. Preliminary computational results are reported using the single phase fluid flow data [14], which show that our model improves the support vector machine (SVM) solution.