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Hybrid misclassification minimization

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Abstract

Given two finite point setsA andB in then-dimensional real spaceR n, we consider the NP-complete problem of minimizing the number of misclassified points by a plane attempting to divideR n into two halfspaces such that each open halfspace contains points mostly ofA orB. This problem is equivalent to determining a plane {x | x T w=γ} that maximizes the number of pointsxA satisfying inx T w>γ, plus the number of pointsxB satisfyingx T w<γ. A simple but fast algorithm is proposed that alternates between (i) minimizing the number of misclassified points by translation of the separating plane, and (ii) a rotation of the plane so that it minimizes a weighted average sum of the distances of the misclassified points to the separating plane. Existence of a global solution to an underlying hybrid minimization problem is established. Computational comparison with a parametric approach to solve the NP-complete problem indicates that our approach is considerably faster and appears to generalize better as determined by tenfold cross-validation.

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This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grant CCR-9322479.

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Chen, C., Mangasarian, O.L. Hybrid misclassification minimization. Adv Comput Math 5, 127–136 (1996). https://doi.org/10.1007/BF02124738

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