A training algorithm for optimal margin classifiers
COLT '92 Proceedings of the fifth annual workshop on Computational learning theory
The nature of statistical learning theory
The nature of statistical learning theory
An introduction to support Vector Machines: and other kernel-based learning methods
An introduction to support Vector Machines: and other kernel-based learning methods
Advances in Large Margin Classifiers
Advances in Large Margin Classifiers
Mathematical programming approaches to machine learning and data mining
Mathematical programming approaches to machine learning and data mining
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Data mining and knowledge discovery has made great progress during the last fifteen years. As one of the major tasks of data mining, classification has wide business and scientific applications. Among a variety of proposed methods, mathematical programming based approaches have been proven to be excellent in terms of classification accuracy, robustness, and efficiency. However, there are several difficult issues. Two of these issues are of particular interest of this research. The first issue is that it is challenging to find optimal solution for large-scale dataset in mathematical programming problems due to the computational complexity. The second issue is that many mathematical programming problems require specialized codes or programs such as CPLEX or LINGO. The objective of this study is to propose solutions for these two problems. This paper proposed and applied mathematical programming model to classification problems to address two aspects of data mining algorithm: speed and scalability.