Maximum Margin Classifiers with Specified False Positive and False Negative Error Rates

@inproceedings{Nath2007MaximumMC,
  title={Maximum Margin Classifiers with Specified False Positive and False Negative Error Rates},
  author={J. Saketha Nath and Chiranjib Bhattacharyya},
  booktitle={SDM},
  year={2007}
}
This paper addresses the problem of maximum margin classification given the moments of class conditional densities and the false positive and false negative error rates. Using Chebyshev inequalities, the problem can be posed as a second order cone programming problem. The dual of the formulation leads to a geometric optimization problem, that of computing the distance between two ellipsoids, which is solved by an iterative algorithm. The formulation is extended to non-linear classifiers using… CONTINUE READING

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