A Robust Probability Classifier Based on the Modified χ2-Distance
Joint Authors
Zhang, Yuli
Qu, Honggang
Wang, Yongzhi
Yi, Jining
Miu, Jinli
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-04-30
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
We propose a robust probability classifier model to address classification problems with data uncertainty.
A class-conditional probability distributional set is constructed based on the modified χ2-distance.
Based on a “linear combination assumption” for the posterior class-conditional probabilities, we consider a classification criterion using the weighted sum of the posterior probabilities.
An optimal robust minimax classifier is defined as the one with the minimal worst-case absolute error loss function value over all possible distributions belonging to the constructed distributional set.
Based on the conic duality theorem, we show that the resulted optimization problem can be reformulated into a second order cone programming problem which can be efficiently solved by interior algorithms.
The robustness of the proposed model can avoid the “overlearning” phenomenon on training sets and thus keep a comparable accuracy on test sets.
Numerical experiments validate the effectiveness of the proposed model and further show that it also provides promising results on multiple classification problems.
American Psychological Association (APA)
Wang, Yongzhi& Zhang, Yuli& Yi, Jining& Qu, Honggang& Miu, Jinli. 2014. A Robust Probability Classifier Based on the Modified χ2-Distance. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-485836
Modern Language Association (MLA)
Wang, Yongzhi…[et al.]. A Robust Probability Classifier Based on the Modified χ2-Distance. Mathematical Problems in Engineering No. 2014 (2014), pp.1-11.
https://search.emarefa.net/detail/BIM-485836
American Medical Association (AMA)
Wang, Yongzhi& Zhang, Yuli& Yi, Jining& Qu, Honggang& Miu, Jinli. A Robust Probability Classifier Based on the Modified χ2-Distance. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-11.
https://search.emarefa.net/detail/BIM-485836
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-485836