Large-margin classification with multiple decision rules

Binary classification is a common statistical learning problem in which a model is estimated on a set of covariates for some outcome, indicating the membership of one of two classes. In the literature, there exists a distinction between hard and soft classification. In soft classification, the condi...

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Vydáno v:Statistical analysis and data mining Ročník 9; číslo 2; s. 89 - 105
Hlavní autoři: Kimes, Patrick K., Hayes, David Neil, Marron, J. S., Liu, Yufeng
Médium: Journal Article
Jazyk:angličtina
Vydáno: Hoboken Wiley Subscription Services, Inc., A Wiley Company 01.04.2016
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ISSN:1932-1864, 1932-1872
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Shrnutí:Binary classification is a common statistical learning problem in which a model is estimated on a set of covariates for some outcome, indicating the membership of one of two classes. In the literature, there exists a distinction between hard and soft classification. In soft classification, the conditional class probability is modeled as a function of the covariates. In contrast, hard classification methods only target the optimal prediction boundary. While hard and soft classification methods have been studied extensively, not much work has been performed to compare the actual tasks of hard and soft classification. In this paper, we propose a spectrum of statistical learning problems that span the hard and soft classification tasks based on fitting multiple decision rules to the data. By doing so, we reveal a novel collection of learning tasks of increasing complexity. We study the problems using the framework of large‐margin classifiers and a class of piecewise linear convex surrogates, for which we derive statistical properties and a corresponding sub‐gradient descent algorithm. We conclude by applying our approach to simulation settings and a magnetic resonance imaging (MRI) dataset from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study.
Bibliografie:ark:/67375/WNG-THCNZC1F-6
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istex:67C815FE5585DD369E742700C3E8BE7FCB37D211
ArticleID:SAM11304
ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:1932-1864
1932-1872
DOI:10.1002/sam.11304