Mathematical Programming Methods of Pattern Classification
This survey examines eight mathematical programming models of pattern classification. The paper determines the range of applicability and computational merits of each model. The flexibility and large sample properties of the models are also discussed. We find that six of the models produce decision rules that maximize a function we call the quality of a decision rule. The remaining two models minimize a weighted sum of errors.
Year of publication: |
1972
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Authors: | Grinold, Richard C. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 19.1972, 3, p. 272-289
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Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Saved in:
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