robust classification

A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance

  • Stephen Boyd
  • Seung-Jean Kim
    • Categories Convex Optimization, Finance and Economics, Robust Optimization Tags , , , ,

    This paper concerns a fractional function of the form $x^Ta/\sqrt{x^TBx}$, where $B$ is positive definite. We consider the game of choosing $x$ from a convex set, to maximize the function, and choosing $(a,B)$ from a convex set, to minimize it. We prove the existence of a saddle point and describe an efficient method, based on … Read more

    Classification problems with imprecise data through separating hyperplanes

  • Emilio Carrizosa
  • José F. Gordillo
  • Frank Plastria
    • Categories Data-Mining, Quadratic Programming Tags , , , , , ,

    We consider a supervised classification problem in which the elements to be classified are sets with certain geometrical properties. In particular, this model can be applied to deal with data affected by some kind of noise and in the case of interval-valued data. Two classification rules, a fuzzy one and a crisp one, are defined … Read more