Multi-group Support Vector Machines with Measurement Costs: A Biobjective Approach

Emilio Carrizosa, Belén Martín-Barragán, Dolores Romero Morales

Research output: Contribution to journalJournal articleResearchpeer-review


Support Vector Machine has shown to have good performance in many practical classification settings. In this paper we propose, for multi-group classification, a biobjective optimization model in which we consider not only the generalization ability (modeled through the margin maximization), but also costs associated with the features. This cost is not limited to an economical payment, but can also refer to risk, computational effort, space requirements, etc. We introduce a Biobjective Mixed Integer Problem, for which Pareto optimal solutions are obtained. Those Pareto optimal solutions correspond to different classification rules, among which the user would choose the one yielding the most appropriate compromise between the cost and the expected misclassification rate.
Original languageEnglish
JournalDiscrete Applied Mathematics
Issue number6
Pages (from-to)950–966
Publication statusPublished - 2008
Externally publishedYes

Cite this