Title
A classification method based on generalized eigenvalue problems.
Abstract
Binary classification refers to supervised techniques that split a set of points in two classes, with respect to a training set of points whose membership is known for each class. Binary classification plays a central role in the solution of many scientific, financial, engineering, medical and biological problems. Many methods with good classification accuracy are currently available. This work shows how a binary classification problem can be expressed in terms of a generalized eigenvalue problem. A new regularization technique is proposed, which gives results that are comparable to other techniques in use, in terms of classification accuracy. The advantage of this method relies in its lower computational complexity with respect to the existing techniques based on generalized eigenvalue problems. Finally, the method is compared with other methods using benchmark data sets.
Year
DOI
Venue
2007
10.1080/10556780600883874
Optimization Methods and Software
Keywords
Field
DocType
binary classification,generalized eigenvalue problem,existing technique,biological problem,binary classification problem,classification method,central role,good classification accuracy,benchmark data set,classification accuracy,lower computational complexity,classification,computational complexity,financial engineering
Mathematical optimization,One-class classification,Binary classification,Regularization (mathematics),Eigendecomposition of a matrix,Linear classifier,Mathematics,Eigenvalues and eigenvectors,Computational complexity theory,Multiclass classification
Journal
Volume
Issue
ISSN
22
1
1055-6788
Citations 
PageRank 
References 
35
1.66
11
Authors
4
Name
Order
Citations
PageRank
M. R. Guarracino1473.47
C. Cifarelli2463.43
O. Seref3442.70
Panos M. Pardalos469898.99