biobjective mixed integer programming

Pareto-optimal trees and Pareto forest: a bi-objective optimization model for binary classification

  • Marianna De Santis
  • Daniele Patria
  • Justo Puerto
    • Categories Data Science Applications, Multi-Criteria Optimization, Optimization in Data Science Tags , ,

    As inherently transparent models, classification trees play a central role in interpretable machine learning by providing easily traceable decision paths that allow users to understand how input features contribute to specific predictions. In this work, we introduce a new class of interpretable binary classification models, named Pareto-optimal trees, which aim at combining the complementary strengths … Read more

    Multi-group Support Vector Machines with measurement costs: a biobjective approach

  • Emilio Carrizosa
  • Belén Martín-Barragán
  • Dolores Romero Morales
    • Categories Data-Mining Tags , , ,

    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 (modelled through the margin maximization), but also costs associated with the features. This cost is not limited to an economical … Read more