Clustering Categories in Support Vector Machines

Support Vector Machines (SVM) is the state-of-the-art in Supervised Classification. In this paper the Cluster Support Vector Machines (CLSVM) methodology is proposed with the aim to reduce the complexity of the SVM classifier in the presence of categorical features. The CLSVM methodology lets categories cluster around their peers and builds an SVM classifier using the clustered dataset. Four strategies for building the CLSVM classifier are presented based on solving: the original SVM formulation, a Quadratically Constrained Quadratic Programming formulation, and a Mixed Integer Quadratic Programming formulation as well as its continuous relaxation. The computational study illustrates the performance of the CLSVM classifier using two clusters. In the tested datasets our methodology achieves comparable accuracy to that of the SVM with original data but with a dramatic decrease in complexity.