Article ID: | iaor201525422 |
Volume: | 66 |
Issue: | 3 |
Start Page Number: | 434 |
End Page Number: | 449 |
Publication Date: | Mar 2015 |
Journal: | Journal of the Operational Research Society |
Authors: | Park Sungsoo, Lee Kyungsik, Lee Chungmok, Hwang Kyoungmi |
Keywords: | classification, column generation |
We propose two multi‐class classification methods using a signomial function. Each of these methods directly constructs a multi‐class classifier by solving a single optimization problem. Since the number of possible signomial terms is extremely large, we propose a column generation method that iteratively generates good signomial terms. Both of these methods obtain better or comparable classification accuracies than existing methods and also provide more sparse classifiers.