A mixed 0–1 integer and linear programming approach to a nonlinear pattern classification of data

A mixed 0–1 integer and linear programming approach to a nonlinear pattern classification of data

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Article ID: iaor20073384
Country: South Korea
Volume: 32
Issue: 2
Start Page Number: 74
End Page Number: 81
Publication Date: Apr 2006
Journal: Journal of the Korean Institute of Industrial Engineers
Authors: ,
Keywords: programming: integer
Abstract:

In this paper, we deal with the separation of data by concurrently determined, piecewise non-linear discriminant functions. Toward the end, we develop a new l1-distance norm error metric and cast the problem as a mixed 0–1 integer and linear programming (MILP) model. Given a finite number of discriminant functions as an input, the proposed model considers the synergy as well as the individual role of the functions involved and implements a simplest nonlinear decision surface that best separates the data on hand. Hence, exploiting powerful MILP solvers, the model efficiently analyzes any given data set for its piecewise nonlinear separability. The classification of four sets of artificial data demonstrates the aforementioned strength of the proposed model. Classification results on five machine learning benchmark databases prove that the data separation via the proposed MILP model is an effective supervised learning methodology that compares quite favorably to well-established learning methodologies.

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