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Optimal arrangements of hyperplanes for SVM-based multiclass classification

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Abstract

In this paper, we present a novel SVM-based approach to construct multiclass classifiers by means of arrangements of hyperplanes. We propose different mixed integer (linear and non linear) programming formulations for the problem using extensions of widely used measures for misclassifying observations where the kernel trick can be adapted to be applicable. Some dimensionality reductions and variable fixing strategies are also developed for these models. An extensive battery of experiments has been run which reveal the powerfulness of our proposal as compared with other previously proposed methodologies.

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Acknowledgements

The authors were partially supported by the research Project MTM2016-74983-C2-1-R (MINECO, Spain). The first author has been also supported by Project PP2016-PIP06 (Universidad de Granada) and the research group SEJ-534 (Junta de Andalucía). We would also like to thank the three anonymous referees for their helpful and constructive comments that greatly contributed to improving the final version of the paper.

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Correspondence to Víctor Blanco.

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Blanco, V., Japón, A. & Puerto, J. Optimal arrangements of hyperplanes for SVM-based multiclass classification. Adv Data Anal Classif 14, 175–199 (2020). https://doi.org/10.1007/s11634-019-00367-6

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